Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697852.5047 | 717105.0753 | -19252.5706 | 104185.0116 | 109885.8666 | -5700.855 |
Total P&L (%) | 697.8525 | 717.1051 | -19.2526 | 104.185 | 109.8859 | -5.7009 |
Avg Daily Profit (%) | 0.3853 | 0.3959 | -0.0106 | 0.0394 | 0.0409 | -0.0032 |
Buy And Hold Return (%) | 244.6475 | 244.6475 | 244.6475 | 244.6475 | 244.6475 | 244.6475 |
Max Trade Drawdown | -197470 | -183254 | -79839 | -549389 | -497974 | -150889 |
Profit Factor | 2.3614 | 3.1049 | 0.888 | 1.0729 | 1.0982 | 0.9817 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50.7246 | 50 | 51.4286 | 50.7246 | 50 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.2939 | 3.1049 | 0.8387 | 1.0422 | 1.0982 | 0.9271 |
Largest Winning Trade | 458671 | 458671 | 19789 | 471914 | 471914 | 46703 |
Largest Losing Trade | -60687 | -60687 | -25513 | -351876 | -351876 | -63960 |
Avg Bars in Trades | 148 | 284 | 17 | 148 | 284 | 17 |
Avg Bars in Winners | 104 | 193 | 20 | 104 | 193 | 20 |
Avg Bars in Losers | 194 | 375 | 14 | 194 | 375 | 14 |
Bars Traded | 10269 | 9665 | 604 | 10269 | 9665 | 604 |
Profit Streak | 74.7612 | 152.7612 | 74.7612 | 74.7612 | 152.7612 | 74.7612 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93607 | 497058 | -579359 | -550888 | -415190 | -579359 |
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{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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": [ [ 697852.5046880423, 717105.0753025948, -19252.5706145522, 104185.0116101977, 109885.8666338896, -5700.8550236919 ], [ 697.852505, 717.105075, -19.252571, 104.185012, 109.885867, -5.700855 ], [ 0.385271, 0.3959, -0.010629, 0.039418, 0.040939, -0.003241 ], [ 244.64752, 244.64752, 244.64752, 244.64752, 244.64752, 244.64752 ], [ -197470, -183254, -79839, -549389, -497974, -150889 ], [ 2.361391, 3.104876, 0.888011, 1.072863, 1.098182, 0.981651 ], [ 69, 34, 35, 69, 34, 35 ], [ 35, 17, 18, 35, 17, 18 ], [ 34, 17, 17, 34, 17, 17 ], [ 50.724638, 50, 51.428571, 50.724638, 50, 51.428571 ], [ 2.293922, 3.104876, 0.838677, 1.042209, 1.098182, 0.927114 ], [ 458671, 458671, 19789, 471914, 471914, 46703 ], [ -60687, -60687, -25513, -351876, -351876, -63960 ], [ 148, 284, 17, 148, 284, 17 ], [ 104, 193, 20, 104, 193, 20 ], [ 194, 375, 14, 194, 375, 14 ], [ 10269, 9665, 604, 10269, 9665, 604 ], [ 74.761187, 152.761187, 74.761187, 74.761187, 152.761187, 74.761187 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93607, 497058, -579359, -550888, -415190, -579359 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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