Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601019.3357 | 649637.5439 | -48618.2082 | -79025.589 | -126302.3497 | 47276.7607 |
Total P&L (%) | 601.0193 | 649.6375 | -48.6182 | -79.0256 | -126.3024 | 47.2768 |
Avg Daily Profit (%) | 0.3183 | 0.3441 | -0.0258 | -0.0827 | 0 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239072 | -111924 | -168008 | -804625 | -784218 | -445618 |
Profit Factor | 1.9075 | 2.5937 | 0.8091 | 0.9659 | 0.9222 | 1.0682 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 43.0769 | 37.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.5206 | 4.3228 | 0.8596 | 1.2764 | 1.537 | 1.1349 |
Largest Winning Trade | 689614 | 689614 | 31842 | 657916 | 657916 | 161516 |
Largest Losing Trade | -71749 | -57347 | -71749 | -467828 | -467828 | -318089 |
Avg Bars in Trades | 105 | 164 | 47 | 105 | 164 | 47 |
Avg Bars in Winners | 91 | 152 | 45 | 91 | 152 | 45 |
Avg Bars in Losers | 116 | 171 | 50 | 116 | 171 | 50 |
Bars Traded | 6851 | 5269 | 1582 | 6851 | 5269 | 1582 |
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 | -126298 | 335579 | -581392 | -718081 | -582893 | -313177 |
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{ "first_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 86, "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": [ [ 601019.3357150058, 649637.5439499841, -48618.2082349786, -79025.589006144, -126302.349662972, 47276.7606568279 ], [ 601.019336, 649.637544, -48.618208, -79.025589, -126.30235, 47.276761 ], [ 0.318337, 0.344088, -0.025751, -0.082692, 0, 0.020508 ], [ 10, 10, 10, 10, 10, 10 ], [ -239072, -111924, -168008, -804625, -784218, -445618 ], [ 1.907518, 2.593663, 0.809063, 0.965886, 0.922187, 1.068183 ], [ 65, 32, 33, 65, 32, 33 ], [ 28, 12, 16, 28, 12, 16 ], [ 37, 20, 17, 37, 20, 17 ], [ 43.076923, 37.5, 48.484848, 43.076923, 37.5, 48.484848 ], [ 2.520648, 4.322772, 0.859629, 1.27635, 1.536979, 1.134945 ], [ 689614, 689614, 31842, 657916, 657916, 161516 ], [ -71749, -57347, -71749, -467828, -467828, -318089 ], [ 105, 164, 47, 105, 164, 47 ], [ 91, 152, 45, 91, 152, 45 ], [ 116, 171, 50, 116, 171, 50 ], [ 6851, 5269, 1582, 6851, 5269, 1582 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126298, 335579, -581392, -718081, -582893, -313177 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 86, "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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