Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89055.6879 | 66123.2703 | 22932.4176 | 77321.868 | 53502.8416 | 23819.0264 |
Total P&L (%) | 89.0557 | 66.1233 | 22.9324 | 77.3219 | 53.5028 | 23.819 |
Avg Daily Profit (%) | 0.3549 | 0.2635 | 0.0914 | 0.2285 | 0.1709 | 0.0852 |
Buy And Hold Return (%) | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 |
Max Trade Drawdown | -51055 | -24232 | -47342 | -51129 | -41867 | -45406 |
Profit Factor | 1.48 | 1.861 | 1.2109 | 1.3838 | 1.5954 | 1.2135 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 73.3333 | 77.7778 | 68.8889 | 73.3333 | 77.7778 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.5382 | 0.5317 | 0.5469 | 0.5032 | 0.4558 | 0.548 |
Largest Winning Trade | 16410 | 16410 | 9126 | 18759 | 18759 | 10600 |
Largest Losing Trade | -47342 | -14431 | -47342 | -45406 | -21294 | -45406 |
Avg Bars in Trades | 254 | 251 | 257 | 254 | 251 | 257 |
Avg Bars in Winners | 147 | 161 | 131 | 147 | 161 | 131 |
Avg Bars in Losers | 548 | 563 | 536 | 548 | 563 | 536 |
Bars Traded | 22887 | 11301 | 11585 | 22887 | 11301 | 11585 |
Profit Streak | 29.1937 | 40.0791 | 29.1937 | 29.1937 | 40.0791 | 29.1937 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362387 | 348751 | -211911 | 284657 | 282092 | -207186 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 89055.6878674688, 66123.2703005348, 22932.4175669341, 77321.8679541322, 53502.84155599, 23819.0263981423 ], [ 89.055688, 66.12327, 22.932418, 77.321868, 53.502842, 23.819026 ], [ 0.354931, 0.263534, 0.091397, 0.228548, 0.170944, 0.085187 ], [ 21.236631, 21.236631, 21.236631, 21.236631, 21.236631, 21.236631 ], [ -51055, -24232, -47342, -51129, -41867, -45406 ], [ 1.480039, 1.860999, 1.210932, 1.383848, 1.59537, 1.213482 ], [ 90, 45, 45, 90, 45, 45 ], [ 66, 35, 31, 66, 35, 31 ], [ 24, 10, 14, 24, 10, 14 ], [ 73.333333, 77.777778, 68.888889, 73.333333, 77.777778, 68.888889 ], [ 0.538196, 0.531714, 0.546873, 0.503218, 0.45582, 0.548024 ], [ 16410, 16410, 9126, 18759, 18759, 10600 ], [ -47342, -14431, -47342, -45406, -21294, -45406 ], [ 254, 251, 257, 254, 251, 257 ], [ 147, 161, 131, 147, 161, 131 ], [ 548, 563, 536, 548, 563, 536 ], [ 22887, 11301, 11585, 22887, 11301, 11585 ], [ 29.193665, 40.079082, 29.193665, 29.193665, 40.079082, 29.193665 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362387, 348751, -211911, 284657, 282092, -207186 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 5 } } }
# | 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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