Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9137896.4118 | 154383.2058 | -9292279.6176 | 39161550.4775 | -216890453.2684 | 256052003.7459 |
Total P&L (%) | -9137.8964 | 154.3832 | -9292.2796 | 39161.5505 | -216890.4533 | 256052.0037 |
Avg Daily Profit (%) | -4.0211 | 0.0679 | -4.089 | 0.2632 | 0 | 0.346 |
Buy And Hold Return (%) | 9809.0608 | 9809.0608 | 9809.0608 | 9809.0608 | 9809.0608 | 9809.0608 |
Max Trade Drawdown | -9278433 | -69326 | -9342769 | -445654333 | -254609139 | -240591997 |
Profit Factor | 0.0605 | 1.9454 | 0.0284 | 1.0634 | 0.375 | 1.9464 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 27 | 24 | 45 | 23 | 22 |
Losing Trades | 43 | 20 | 23 | 49 | 24 | 25 |
Profitability (%) | 54.2553 | 57.4468 | 51.0638 | 47.8723 | 48.9362 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.051 | 1.4411 | 0.0272 | 1.1579 | 0.3913 | 2.2118 |
Largest Winning Trade | 45548 | 39737 | 45548 | 301488616 | 26164660 | 301488616 |
Largest Losing Trade | -9267676 | -22101 | -9267676 | -73983693 | -73983693 | -65795884 |
Avg Bars in Trades | 43 | 27 | 59 | 43 | 27 | 59 |
Avg Bars in Winners | 42 | 32 | 53 | 40 | 34 | 46 |
Avg Bars in Losers | 45 | 21 | 66 | 46 | 21 | 70 |
Bars Traded | 4105 | 1309 | 2796 | 4105 | 1309 | 2796 |
Profit Streak | 206.5208 | 207.0208 | 0 | 206.5208 | 207.0208 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579383 | -263503 | -580558 | -144413 | -580240 | 425592 |
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{ "first_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 142 } } }
{ "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": [ [ -9137896.411839006, 154383.2057925813, -9292279.61763158, 39161550.47751902, -216890453.2684245, 256052003.74594358 ], [ -9137.896412, 154.383206, -9292.279618, 39161.550478, -216890.453268, 256052.003746 ], [ -4.021077, 0.067935, -4.089012, 0.263177, 0, 0.345959 ], [ 9809.060847, 9809.060847, 9809.060847, 9809.060847, 9809.060847, 9809.060847 ], [ -9278433, -69326, -9342769, -445654333, -254609139, -240591997 ], [ 0.06054, 1.945449, 0.028356, 1.063409, 0.375034, 1.946383 ], [ 94, 47, 47, 94, 47, 47 ], [ 51, 27, 24, 45, 23, 22 ], [ 43, 20, 23, 49, 24, 25 ], [ 54.255319, 57.446809, 51.06383, 47.87234, 48.93617, 46.808511 ], [ 0.051044, 1.441073, 0.027175, 1.157934, 0.391339, 2.211799 ], [ 45548, 39737, 45548, 301488616, 26164660, 301488616 ], [ -9267676, -22101, -9267676, -73983693, -73983693, -65795884 ], [ 43, 27, 59, 43, 27, 59 ], [ 42, 32, 53, 40, 34, 46 ], [ 45, 21, 66, 46, 21, 70 ], [ 4105, 1309, 2796, 4105, 1309, 2796 ], [ 206.520784, 207.020785, 0, 206.520785, 207.020785, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579383, -263503, -580558, -144413, -580240, 425592 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 142 } } }
# | 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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