Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216158.494 | 1291863.9939 | -75705.4999 | 188432.397 | 958554.8228 | -770122.4258 |
Total P&L (%) | 1216.1585 | 1291.864 | -75.7055 | 188.4324 | 958.5548 | -770.1224 |
Avg Daily Profit (%) | 0.526 | 0.5588 | -0.0327 | 0.0458 | 0.1021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172497 | -46081 | -195956 | -989204 | -284191 | -886106 |
Profit Factor | 3.218 | 8.7245 | 0.8013 | 1.0976 | 2.5438 | 0.4124 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 31.5789 | 41.3793 | 21.4286 | 31.5789 | 41.3793 | 21.4286 |
Ratio Avg Win / Avg Loss | 6.9723 | 12.3598 | 2.9382 | 2.378 | 3.6038 | 1.5121 |
Largest Winning Trade | 1176229 | 1176229 | 93983 | 1031864 | 1031864 | 139618 |
Largest Losing Trade | -46061 | -18299 | -46061 | -257991 | -180776 | -257991 |
Avg Bars in Trades | 67 | 27 | 109 | 67 | 27 | 109 |
Avg Bars in Winners | 169 | 55 | 398 | 169 | 55 | 398 |
Avg Bars in Losers | 20 | 7 | 30 | 20 | 7 | 30 |
Bars Traded | 3848 | 794 | 3054 | 3848 | 794 | 3054 |
Profit Streak | 0 | 0 | 276.8777 | 0 | 0 | 276.8777 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169966 | 594093 | -644022 | -430745 | -54528 | -644022 |
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{ "first_band": { "type": "kcu", "factors": { "length": 147, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 12, "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": [ [ 1216158.4939995822, 1291863.9938851316, -75705.4998855492, 188432.3970217702, 958554.8227761588, -770122.4257543893 ], [ 1216.158494, 1291.863994, -75.7055, 188.432397, 958.554823, -770.122426 ], [ 0.52602, 0.558765, -0.032745, 0.045828, 0.102106, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172497, -46081, -195956, -989204, -284191, -886106 ], [ 3.217967, 8.724544, 0.80134, 1.097558, 2.54384, 0.412387 ], [ 57, 29, 28, 57, 29, 28 ], [ 18, 12, 6, 18, 12, 6 ], [ 39, 17, 22, 39, 17, 22 ], [ 31.578947, 41.37931, 21.428571, 31.578947, 41.37931, 21.428571 ], [ 6.972262, 12.359771, 2.938245, 2.378043, 3.603774, 1.512086 ], [ 1176229, 1176229, 93983, 1031864, 1031864, 139618 ], [ -46061, -18299, -46061, -257991, -180776, -257991 ], [ 67, 27, 109, 67, 27, 109 ], [ 169, 55, 398, 169, 55, 398 ], [ 20, 7, 30, 20, 7, 30 ], [ 3848, 794, 3054, 3848, 794, 3054 ], [ 0, 0, 276.877677, 0, 0, 276.877677 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169966, 594093, -644022, -430745, -54528, -644022 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 147, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 12, "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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