Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99142.9841 | 74792.5901 | 24350.394 | 99270.4351 | 93163.3423 | 6107.0929 |
Total P&L (%) | 99.143 | 74.7926 | 24.3504 | 99.2704 | 93.1633 | 6.1071 |
Avg Daily Profit (%) | 0.3807 | 0.2872 | 0.0935 | 0.2651 | 0.2531 | 0.0228 |
Buy And Hold Return (%) | 23.7103 | 23.7103 | 23.7103 | 23.7103 | 23.7103 | 23.7103 |
Max Trade Drawdown | -51423 | -35947 | -43220 | -129227 | -52889 | -107880 |
Profit Factor | 1.4233 | 1.6988 | 1.1915 | 1.2436 | 1.5177 | 1.0268 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 133 | 61 | 72 | 133 | 61 | 72 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 66.8342 | 61.6162 | 72 | 66.8342 | 61.6162 | 72 |
Ratio Avg Win / Avg Loss | 0.7063 | 1.0583 | 0.4634 | 0.6171 | 0.9455 | 0.3993 |
Largest Winning Trade | 11445 | 11270 | 11445 | 13982 | 13376 | 13982 |
Largest Losing Trade | -37531 | -24038 | -37531 | -93627 | -34717 | -93627 |
Avg Bars in Trades | 119 | 160 | 78 | 119 | 160 | 78 |
Avg Bars in Winners | 92 | 130 | 59 | 92 | 130 | 59 |
Avg Bars in Losers | 175 | 210 | 127 | 175 | 210 | 127 |
Bars Traded | 23814 | 15937 | 7877 | 23814 | 15937 | 7877 |
Profit Streak | 8.5613 | 8.5613 | 21.2176 | 8.5613 | 8.5613 | 21.2176 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353858 | 319438 | -233911 | 278924 | 248778 | -517743 |
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 234, "offset": 227 } } }
{ "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": [ [ 99142.9841185826, 74792.5900900535, 24350.3940285292, 99270.435112, 93163.3422563531, 6107.092855647 ], [ 99.142984, 74.79259, 24.350394, 99.270435, 93.163342, 6.107093 ], [ 0.380704, 0.2872, 0.093504, 0.265113, 0.253129, 0.022765 ], [ 23.710292, 23.710292, 23.710292, 23.710292, 23.710292, 23.710292 ], [ -51423, -35947, -43220, -129227, -52889, -107880 ], [ 1.423346, 1.69882, 1.191491, 1.243623, 1.517702, 1.026842 ], [ 199, 99, 100, 199, 99, 100 ], [ 133, 61, 72, 133, 61, 72 ], [ 66, 38, 28, 66, 38, 28 ], [ 66.834171, 61.616162, 72, 66.834171, 61.616162, 72 ], [ 0.706322, 1.058282, 0.463357, 0.617136, 0.945454, 0.399327 ], [ 11445, 11270, 11445, 13982, 13376, 13982 ], [ -37531, -24038, -37531, -93627, -34717, -93627 ], [ 119, 160, 78, 119, 160, 78 ], [ 92, 130, 59, 92, 130, 59 ], [ 175, 210, 127, 175, 210, 127 ], [ 23814, 15937, 7877, 23814, 15937, 7877 ], [ 8.561336, 8.561336, 21.217586, 8.561337, 8.561337, 21.217587 ], [ 7, 3, 10, 7, 3, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353858, 319438, -233911, 278924, 248778, -517743 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 234, "offset": 227 } } }
# | 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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