Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178411.2188 | 192568.9703 | -14157.7514 | -6409.2359 | 27627.1112 | -34036.3471 |
Total P&L (%) | 178.4112 | 192.569 | -14.1578 | -6.4092 | 27.6271 | -34.0363 |
Avg Daily Profit (%) | 0.1459 | 0.1575 | -0.0116 | -0.0054 | 0.02 | -0.034 |
Buy And Hold Return (%) | 26.9983 | 26.9983 | 26.9983 | 26.9983 | 26.9983 | 26.9983 |
Max Trade Drawdown | -95560 | -67165 | -65367 | -102289 | -53322 | -29455 |
Profit Factor | 1.4024 | 1.7914 | 0.9292 | 0.9788 | 1.1771 | 0.767 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 49.3333 | 44.7368 | 54.0541 | 49.3333 | 44.7368 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.4403 | 2.2128 | 0.7898 | 1.0052 | 1.4541 | 0.652 |
Largest Winning Trade | 137352 | 137352 | 25129 | 30169 | 30169 | 15685 |
Largest Losing Trade | -60294 | -34053 | -60294 | -74482 | -27846 | -74482 |
Avg Bars in Trades | 94 | 126 | 61 | 94 | 126 | 61 |
Avg Bars in Winners | 102 | 147 | 64 | 102 | 147 | 64 |
Avg Bars in Losers | 85 | 108 | 57 | 85 | 108 | 57 |
Bars Traded | 7052 | 4791 | 2261 | 7052 | 4791 | 2261 |
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 | -59361 | 310372 | -580247 | -640648 | -352500 | -580247 |
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{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "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": [ [ 178411.2188279915, 192568.9702682651, -14157.7514402737, -6409.2358592481, 27627.1112361569, -34036.347095405 ], [ 178.411219, 192.56897, -14.157751, -6.409236, 27.627111, -34.036347 ], [ 0.1459, 0.157478, -0.011578, -0.005417, 0.019951, -0.034019 ], [ 26.998255, 26.998255, 26.998255, 26.998255, 26.998255, 26.998255 ], [ -95560, -67165, -65367, -102289, -53322, -29455 ], [ 1.402381, 1.791354, 0.929228, 0.978784, 1.177088, 0.767019 ], [ 75, 38, 37, 75, 38, 37 ], [ 37, 17, 20, 37, 17, 20 ], [ 38, 21, 17, 38, 21, 17 ], [ 49.333333, 44.736842, 54.054054, 49.333333, 44.736842, 54.054054 ], [ 1.440283, 2.212849, 0.789844, 1.005238, 1.45405, 0.651966 ], [ 137352, 137352, 25129, 30169, 30169, 15685 ], [ -60294, -34053, -60294, -74482, -27846, -74482 ], [ 94, 126, 61, 94, 126, 61 ], [ 102, 147, 64, 102, 147, 64 ], [ 85, 108, 57, 85, 108, 57 ], [ 7052, 4791, 2261, 7052, 4791, 2261 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59361, 310372, -580247, -640648, -352500, -580247 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "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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