Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77393.47 | 2606.1546 | 74787.3154 | 90632.4245 | 1464.1429 | 89168.2817 |
Total P&L (%) | 77.3935 | 2.6062 | 74.7873 | 90.6324 | 1.4641 | 89.1683 |
Avg Daily Profit (%) | 0.2972 | 0.01 | 0.2872 | 0.2481 | 0.0056 | 0.2451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32459 | -37468 | -16571 | -34869 | -42903 | -17527 |
Profit Factor | 1.5822 | 1.0326 | 2.411 | 1.5396 | 1.0142 | 2.3682 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64.4737 | 60.5263 | 68.4211 | 64.4737 | 60.5263 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.8718 | 0.6734 | 1.1127 | 0.8484 | 0.6615 | 1.093 |
Largest Winning Trade | 11357 | 7574 | 11357 | 15475 | 11814 | 15475 |
Largest Losing Trade | -21717 | -21717 | -11212 | -25655 | -25655 | -13331 |
Avg Bars in Trades | 310 | 325 | 294 | 310 | 325 | 294 |
Avg Bars in Winners | 220 | 261 | 183 | 220 | 261 | 183 |
Avg Bars in Losers | 473 | 424 | 534 | 473 | 424 | 534 |
Bars Traded | 23573 | 12374 | 11199 | 23573 | 12374 | 11199 |
Profit Streak | 0 | 0 | 20.2252 | 0 | 0 | 20.2252 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44425 | -531584 | 482706 | -45105 | -557684 | 466786 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 247 } } }
{ "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": [ [ 77393.4700113588, 2606.1545657269, 74787.3154456319, 90632.4245288743, 1464.1428658439, 89168.2816630304 ], [ 77.39347, 2.606155, 74.787315, 90.632425, 1.464143, 89.168282 ], [ 0.297187, 0.010008, 0.28718, 0.248052, 0.005582, 0.245084 ], [ 10, 10, 10, 10, 10, 10 ], [ -32459, -37468, -16571, -34869, -42903, -17527 ], [ 1.582213, 1.032607, 2.410957, 1.53961, 1.014244, 2.368227 ], [ 76, 38, 38, 76, 38, 38 ], [ 49, 23, 26, 49, 23, 26 ], [ 27, 15, 12, 27, 15, 12 ], [ 64.473684, 60.526316, 68.421053, 64.473684, 60.526316, 68.421053 ], [ 0.871832, 0.67344, 1.112749, 0.848357, 0.661464, 1.093028 ], [ 11357, 7574, 11357, 15475, 11814, 15475 ], [ -21717, -21717, -11212, -25655, -25655, -13331 ], [ 310, 325, 294, 310, 325, 294 ], [ 220, 261, 183, 220, 261, 183 ], [ 473, 424, 534, 473, 424, 534 ], [ 23573, 12374, 11199, 23573, 12374, 11199 ], [ 0, 0, 20.225218, 0, 0, 20.225218 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44425, -531584, 482706, -45105, -557684, 466786 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 247 } } }
# | 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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