Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3451562.5357 | 3269600.5076 | 181962.0281 | 22751809.1172 | 13270007.1224 | 9481801.9948 |
Total P&L (%) | 3451.5625 | 3269.6005 | 181.962 | 22751.8091 | 13270.0071 | 9481.802 |
Avg Daily Profit (%) | 1.6568 | 1.5694 | 0.0873 | 0.2611 | 0.2353 | 0.2192 |
Buy And Hold Return (%) | 73.535 | 73.535 | 73.535 | 73.535 | 73.535 | 73.535 |
Max Trade Drawdown | -120357 | -80254 | -77876 | -24027607 | -19963383 | -13880145 |
Profit Factor | 6.4064 | 10.2028 | 1.6426 | 1.1982 | 1.2137 | 1.18 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 34.375 | 25 | 43.75 | 34.375 | 25 | 43.75 |
Ratio Avg Win / Avg Loss | 12.2303 | 30.6085 | 2.112 | 2.2875 | 3.641 | 1.5172 |
Largest Winning Trade | 2829066 | 2829066 | 83552 | 21526898 | 21526898 | 15782580 |
Largest Losing Trade | -39146 | -39146 | -29161 | -8389041 | -6129356 | -8389041 |
Avg Bars in Trades | 254 | 222 | 286 | 254 | 222 | 286 |
Avg Bars in Winners | 539 | 584 | 514 | 539 | 584 | 514 |
Avg Bars in Losers | 105 | 102 | 109 | 105 | 102 | 109 |
Bars Traded | 24468 | 10700 | 13768 | 24468 | 10700 | 13768 |
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 | 598227 | -7641 | -79307 | 49810 | -20997 | -15525 |
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 70, "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": [ [ 3451562.5356715242, 3269600.507555684, 181962.0281158404, 22751809.117192123, 13270007.122392807, 9481801.994799312 ], [ 3451.562536, 3269.600508, 181.962028, 22751.809117, 13270.007122, 9481.801995 ], [ 1.656753, 1.569411, 0.087342, 0.261058, 0.235265, 0.219238 ], [ 73.534972, 73.534972, 73.534972, 73.534972, 73.534972, 73.534972 ], [ -120357, -80254, -77876, -24027607, -19963383, -13880145 ], [ 6.406371, 10.202845, 1.642649, 1.198237, 1.213681, 1.180028 ], [ 96, 48, 48, 96, 48, 48 ], [ 33, 12, 21, 33, 12, 21 ], [ 63, 36, 27, 63, 36, 27 ], [ 34.375, 25, 43.75, 34.375, 25, 43.75 ], [ 12.230345, 30.608535, 2.111978, 2.287544, 3.641043, 1.517178 ], [ 2829066, 2829066, 83552, 21526898, 21526898, 15782580 ], [ -39146, -39146, -29161, -8389041, -6129356, -8389041 ], [ 254, 222, 286, 254, 222, 286 ], [ 539, 584, 514, 539, 584, 514 ], [ 105, 102, 109, 105, 102, 109 ], [ 24468, 10700, 13768, 24468, 10700, 13768 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 598227, -7641, -79307, 49810, -20997, -15525 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 70, "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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