Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433819.7127 | 1261680.4584 | 172139.2543 | 31968765.7843 | 24216818.1992 | 7751947.5851 |
Total P&L (%) | 1433.8197 | 1261.6805 | 172.1393 | 31968.7658 | 24216.8182 | 7751.9476 |
Avg Daily Profit (%) | 0.6555 | 0.5768 | 0.0787 | 0.2642 | 0.2515 | 0.1997 |
Buy And Hold Return (%) | 601.6875 | 601.6875 | 601.6875 | 601.6875 | 601.6875 | 601.6875 |
Max Trade Drawdown | -64918 | -68752 | -60864 | -3521209 | -3521209 | -917273 |
Profit Factor | 5.1503 | 7.3977 | 2.161 | 3.6253 | 3.7154 | 3.3788 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 41.1765 | 48.4848 | 44.7761 | 41.1765 | 48.4848 |
Ratio Avg Win / Avg Loss | 6.352 | 10.5681 | 2.2961 | 4.4712 | 5.3077 | 3.59 |
Largest Winning Trade | 625653 | 625653 | 65103 | 16197318 | 16197318 | 3060831 |
Largest Losing Trade | -26590 | -26590 | -24655 | -3521209 | -3521209 | -823561 |
Avg Bars in Trades | 192 | 169 | 216 | 192 | 169 | 216 |
Avg Bars in Winners | 323 | 303 | 341 | 323 | 303 | 341 |
Avg Bars in Losers | 86 | 75 | 98 | 86 | 75 | 98 |
Bars Traded | 12897 | 5752 | 7145 | 12897 | 5752 | 7145 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107808 | 363427 | -250156 | -107936 | 427753 | 499753 |
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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": [ [ 1433819.7127048592, 1261680.4583876047, 172139.2543172542, 31968765.784314606, 24216818.199206717, 7751947.585107891 ], [ 1433.819713, 1261.680458, 172.139254, 31968.765784, 24216.818199, 7751.947585 ], [ 0.655511, 0.576813, 0.078698, 0.264162, 0.251478, 0.199682 ], [ 601.6875, 601.6875, 601.6875, 601.6875, 601.6875, 601.6875 ], [ -64918, -68752, -60864, -3521209, -3521209, -917273 ], [ 5.150261, 7.3977, 2.160997, 3.625311, 3.715391, 3.378786 ], [ 67, 34, 33, 67, 34, 33 ], [ 30, 14, 16, 30, 14, 16 ], [ 37, 20, 17, 37, 20, 17 ], [ 44.776119, 41.176471, 48.484848, 44.776119, 41.176471, 48.484848 ], [ 6.351989, 10.568143, 2.296059, 4.471217, 5.307702, 3.58996 ], [ 625653, 625653, 65103, 16197318, 16197318, 3060831 ], [ -26590, -26590, -24655, -3521209, -3521209, -823561 ], [ 192, 169, 216, 192, 169, 216 ], [ 323, 303, 341, 323, 303, 341 ], [ 86, 75, 98, 86, 75, 98 ], [ 12897, 5752, 7145, 12897, 5752, 7145 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107808, 363427, -250156, -107936, 427753, 499753 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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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