Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100560.9234 | 19651.2061 | 80909.7173 | 56561.1537 | 4298.4377 | 52262.716 |
Total P&L (%) | 100.5609 | 19.6512 | 80.9097 | 56.5612 | 4.2984 | 52.2627 |
Avg Daily Profit (%) | 0.1931 | 0.0377 | 0.1553 | 0.0861 | 0.0081 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91705 | -54142 | -70435 | -74206 | -41935 | -49587 |
Profit Factor | 1.4109 | 1.1942 | 1.5637 | 1.3193 | 1.0562 | 1.5188 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 66.3366 | 56.8627 | 76 | 66.3366 | 56.8627 | 76 |
Ratio Avg Win / Avg Loss | 0.716 | 0.906 | 0.4938 | 0.6695 | 0.8013 | 0.4796 |
Largest Winning Trade | 31253 | 13206 | 31253 | 15497 | 8016 | 15497 |
Largest Losing Trade | -50753 | -25163 | -50753 | -30012 | -25550 | -30012 |
Avg Bars in Trades | 241 | 156 | 328 | 241 | 156 | 328 |
Avg Bars in Winners | 188 | 99 | 256 | 188 | 99 | 256 |
Avg Bars in Losers | 346 | 231 | 556 | 346 | 231 | 556 |
Bars Traded | 24418 | 7999 | 16419 | 24418 | 7999 | 16419 |
Profit Streak | 0 | 0 | 49.492 | 0 | 0 | 49.492 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315095 | -337913 | -168408 | -78262 | -687879 | -262235 |
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{ "first_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 108, "offset": 216 } } }
{ "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": [ [ 100560.923392646, 19651.2060880607, 80909.7173045853, 56561.1536785231, 4298.4376526446, 52262.7160258785 ], [ 100.560923, 19.651206, 80.909717, 56.561154, 4.298438, 52.262716 ], [ 0.193078, 0.037731, 0.155348, 0.086107, 0.008081, 0.080757 ], [ 10, 10, 10, 10, 10, 10 ], [ -91705, -54142, -70435, -74206, -41935, -49587 ], [ 1.410939, 1.194213, 1.563726, 1.319251, 1.056235, 1.518836 ], [ 101, 51, 50, 101, 51, 50 ], [ 67, 29, 38, 67, 29, 38 ], [ 34, 22, 12, 34, 22, 12 ], [ 66.336634, 56.862745, 76, 66.336634, 56.862745, 76 ], [ 0.715999, 0.905955, 0.493808, 0.669471, 0.801281, 0.479632 ], [ 31253, 13206, 31253, 15497, 8016, 15497 ], [ -50753, -25163, -50753, -30012, -25550, -30012 ], [ 241, 156, 328, 241, 156, 328 ], [ 188, 99, 256, 188, 99, 256 ], [ 346, 231, 556, 346, 231, 556 ], [ 24418, 7999, 16419, 24418, 7999, 16419 ], [ 0, 0, 49.491994, 0, 0, 49.491995 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315095, -337913, -168408, -78262, -687879, -262235 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 108, "offset": 216 } } }
# | 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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