Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1239188.8886 | 96298.1309 | -1335487.0195 | 6304144.8518 | -1556107.929 | 7860252.7808 |
Total P&L (%) | -1239.1889 | 96.2981 | -1335.487 | 6304.1449 | -1556.1079 | 7860.2528 |
Avg Daily Profit (%) | -0.6444 | 0.0501 | -0.6945 | 0.2165 | 0 | 0.2279 |
Buy And Hold Return (%) | 14.4674 | 14.4674 | 14.4674 | 14.4674 | 14.4674 | 14.4674 |
Max Trade Drawdown | -1614329 | -122538 | -1534803 | -9085911 | -5175932 | -6052449 |
Profit Factor | 0.4426 | 1.2839 | 0.2912 | 1.3149 | 0.8281 | 1.7167 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 104 | 46 | 58 | 98 | 52 | 46 |
Losing Trades | 86 | 49 | 37 | 92 | 43 | 49 |
Profitability (%) | 54.7368 | 48.4211 | 61.0526 | 51.5789 | 54.7368 | 48.4211 |
Ratio Avg Win / Avg Loss | 0.366 | 1.3676 | 0.1858 | 1.2344 | 0.6848 | 1.8286 |
Largest Winning Trade | 35944 | 31107 | 35944 | 11583637 | 1519476 | 11583637 |
Largest Losing Trade | -1502812 | -21969 | -1502812 | -1983583 | -965415 | -1983583 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 22 | 19 | 25 | 28 | 22 | 35 |
Avg Bars in Losers | 35 | 24 | 51 | 28 | 20 | 35 |
Bars Traded | 5444 | 2069 | 3375 | 5444 | 2069 | 3375 |
Profit Streak | 21.2968 | 21.2968 | 28.2968 | 21.2968 | 21.2968 | 28.2968 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577839 | -126366 | -578636 | 391799 | -579635 | 418457 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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