Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220021.9053 | 117254.5006 | 102767.4047 | 609920.5458 | 340406.4803 | 269514.0655 |
Total P&L (%) | 220.0219 | 117.2545 | 102.7674 | 609.9205 | 340.4065 | 269.5141 |
Avg Daily Profit (%) | 0.8449 | 0.4503 | 0.3946 | 0.7555 | 0.5709 | 0.5032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20187 | -19273 | -20187 | -94220 | -69482 | -51353 |
Profit Factor | 2.4526 | 2.6592 | 2.2719 | 2.3533 | 2.7572 | 2.0488 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 76.2887 | 77.0833 | 75.5102 | 76.2887 | 77.0833 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.7623 | 0.7906 | 0.7368 | 0.7314 | 0.8197 | 0.6645 |
Largest Winning Trade | 16712 | 16374 | 16712 | 49436 | 49436 | 45895 |
Largest Losing Trade | -20187 | -19273 | -20187 | -67270 | -67270 | -51353 |
Avg Bars in Trades | 248 | 243 | 252 | 248 | 243 | 252 |
Avg Bars in Winners | 195 | 186 | 204 | 195 | 186 | 204 |
Avg Bars in Losers | 416 | 433 | 401 | 416 | 433 | 401 |
Bars Traded | 24069 | 11674 | 12395 | 24069 | 11674 | 12395 |
Profit Streak | 6.275 | 15.8166 | 6.275 | 6.275 | 15.8166 | 6.275 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 662368 | 551841 | 487171 | 655362 | 595769 | 505068 |
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{ "first_band": { "type": "kcb", "factors": { "length": 193, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 80, "offset": 227, "a": 0.71378 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 220021.9052911879, 117254.5006122238, 102767.404678964, 609920.5457948108, 340406.4803043584, 269514.0654904523 ], [ 220.021905, 117.254501, 102.767405, 609.920546, 340.40648, 269.514065 ], [ 0.844873, 0.450252, 0.394622, 0.755463, 0.570907, 0.50315 ], [ 10, 10, 10, 10, 10, 10 ], [ -20187, -19273, -20187, -94220, -69482, -51353 ], [ 2.452588, 2.659236, 2.271857, 2.353267, 2.757153, 2.048791 ], [ 97, 48, 49, 97, 48, 49 ], [ 74, 37, 37, 74, 37, 37 ], [ 23, 11, 12, 23, 11, 12 ], [ 76.28866, 77.083333, 75.510204, 76.28866, 77.083333, 75.510204 ], [ 0.762291, 0.790584, 0.736818, 0.731421, 0.819694, 0.664473 ], [ 16712, 16374, 16712, 49436, 49436, 45895 ], [ -20187, -19273, -20187, -67270, -67270, -51353 ], [ 248, 243, 252, 248, 243, 252 ], [ 195, 186, 204, 195, 186, 204 ], [ 416, 433, 401, 416, 433, 401 ], [ 24069, 11674, 12395, 24069, 11674, 12395 ], [ 6.274962, 15.816629, 6.274962, 6.274962, 15.816629, 6.274962 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 662368, 551841, 487171, 655362, 595769, 505068 ] ] }
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# | 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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