Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172886.3285 | 145149.9763 | 27736.3521 | 18582.2992 | -27560.016 | 46142.3152 |
Total P&L (%) | 172.8863 | 145.15 | 27.7364 | 18.5823 | -27.56 | 46.1423 |
Avg Daily Profit (%) | 0.166 | 0.1393 | 0.0266 | 0.0164 | -0.0309 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106357 | -95993 | -20075 | -354174 | -320684 | -52891 |
Profit Factor | 1.5038 | 1.5297 | 1.401 | 1.023 | 0.9588 | 1.3283 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 53.6082 | 43.75 | 63.2653 | 53.6082 | 43.75 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.3013 | 1.9667 | 0.8135 | 0.8852 | 1.2328 | 0.7712 |
Largest Winning Trade | 137954 | 137954 | 14280 | 157915 | 157915 | 28310 |
Largest Losing Trade | -46421 | -46421 | -11389 | -174153 | -174153 | -31059 |
Avg Bars in Trades | 241 | 469 | 17 | 241 | 469 | 17 |
Avg Bars in Winners | 155 | 362 | 16 | 155 | 362 | 16 |
Avg Bars in Losers | 340 | 553 | 19 | 340 | 553 | 19 |
Bars Traded | 23422 | 22556 | 866 | 23422 | 22556 | 866 |
Profit Streak | 25.9756 | 0 | 26.0173 | 25.9756 | 0 | 26.0173 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357389 | -6757 | -158945 | -374501 | -581453 | -144683 |
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "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": [ [ 172886.3284650972, 145149.9763293405, 27736.3521357566, 18582.2992152764, -27560.0159760392, 46142.3151913158 ], [ 172.886328, 145.149976, 27.736352, 18.582299, -27.560016, 46.142315 ], [ 0.16597, 0.139344, 0.026627, 0.016363, -0.030947, 0.03643 ], [ 10, 10, 10, 10, 10, 10 ], [ -106357, -95993, -20075, -354174, -320684, -52891 ], [ 1.503757, 1.529688, 1.40102, 1.022952, 0.958808, 1.328262 ], [ 97, 48, 49, 97, 48, 49 ], [ 52, 21, 31, 52, 21, 31 ], [ 45, 27, 18, 45, 27, 18 ], [ 53.608247, 43.75, 63.265306, 53.608247, 43.75, 63.265306 ], [ 1.301328, 1.966741, 0.813495, 0.885247, 1.232753, 0.771249 ], [ 137954, 137954, 14280, 157915, 157915, 28310 ], [ -46421, -46421, -11389, -174153, -174153, -31059 ], [ 241, 469, 17, 241, 469, 17 ], [ 155, 362, 16, 155, 362, 16 ], [ 340, 553, 19, 340, 553, 19 ], [ 23422, 22556, 866, 23422, 22556, 866 ], [ 25.975601, 0, 26.017267, 25.975601, 0, 26.017267 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357389, -6757, -158945, -374501, -581453, -144683 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "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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