Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292385.8078 | 1288659.7562 | 3726.0516 | 49797.6853 | 148800.7616 | -99003.0762 |
Total P&L (%) | 1292.3858 | 1288.6598 | 3.7261 | 49.7977 | 148.8008 | -99.0031 |
Avg Daily Profit (%) | 0.6997 | 0.6977 | 0.002 | 0.0219 | 0.0494 | -0.2492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184072 | -199129 | -48775 | -1451058 | -1509037 | -249459 |
Profit Factor | 3.0652 | 3.5567 | 1.0306 | 1.0157 | 1.0584 | 0.8419 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 10 | 33 | 43 | 10 | 33 |
Losing Trades | 64 | 43 | 21 | 64 | 43 | 21 |
Profitability (%) | 40.1869 | 18.8679 | 61.1111 | 40.1869 | 18.8679 | 61.1111 |
Ratio Avg Win / Avg Loss | 4.5622 | 15.294 | 0.6558 | 1.5117 | 4.5513 | 0.5358 |
Largest Winning Trade | 1184136 | 1184136 | 15723 | 1143887 | 1143887 | 92848 |
Largest Losing Trade | -33517 | -33517 | -23254 | -467463 | -467463 | -168383 |
Avg Bars in Trades | 204 | 388 | 24 | 204 | 388 | 24 |
Avg Bars in Winners | 234 | 921 | 26 | 234 | 921 | 26 |
Avg Bars in Losers | 185 | 264 | 22 | 185 | 264 | 22 |
Bars Traded | 21932 | 20602 | 1330 | 21932 | 20602 | 1330 |
Profit Streak | 2.8926 | 0 | 94.1426 | 2.8926 | 0 | 94.1426 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481813 | -218146 | -722206 | -371914 | -519303 | -758556 |
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{ "first_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 45, "offset": 0 } } }
{ "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": [ [ 1292385.807807462, 1288659.7561798722, 3726.0516275887, 49797.6853393397, 148800.7615518342, -99003.0762124943 ], [ 1292.385808, 1288.659756, 3.726052, 49.797685, 148.800762, -99.003076 ], [ 0.699691, 0.697674, 0.002017, 0.021881, 0.049359, -0.249177 ], [ 10, 10, 10, 10, 10, 10 ], [ -184072, -199129, -48775, -1451058, -1509037, -249459 ], [ 3.065213, 3.556746, 1.0306, 1.015696, 1.058438, 0.841929 ], [ 107, 53, 54, 107, 53, 54 ], [ 43, 10, 33, 43, 10, 33 ], [ 64, 43, 21, 64, 43, 21 ], [ 40.186916, 18.867925, 61.111111, 40.186916, 18.867925, 61.111111 ], [ 4.562178, 15.294009, 0.655837, 1.511734, 4.551284, 0.535773 ], [ 1184136, 1184136, 15723, 1143887, 1143887, 92848 ], [ -33517, -33517, -23254, -467463, -467463, -168383 ], [ 204, 388, 24, 204, 388, 24 ], [ 234, 921, 26, 234, 921, 26 ], [ 185, 264, 22, 185, 264, 22 ], [ 21932, 20602, 1330, 21932, 20602, 1330 ], [ 2.89258, 0, 94.14258, 2.89258, 0, 94.14258 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481813, -218146, -722206, -371914, -519303, -758556 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 5 } }, "second_band": { "type": "jma", "factors": { "length": 45, "offset": 0 } } }
# | 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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