Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098135.1253 | 1206938.8341 | -108803.7088 | -49639.5749 | 1544750.4531 | -1594390.028 |
Total P&L (%) | 1098.1351 | 1206.9388 | -108.8037 | -49.6396 | 1544.7505 | -1594.39 |
Avg Daily Profit (%) | 0.5071 | 0.5574 | -0.0502 | -0.0317 | 0.1294 | 0 |
Buy And Hold Return (%) | 172.161 | 172.161 | 172.161 | 172.161 | 172.161 | 172.161 |
Max Trade Drawdown | -382059 | -236060 | -204149 | -3794845 | -2400357 | -2525604 |
Profit Factor | 1.957 | 2.5944 | 0.7213 | 0.9956 | 1.2092 | 0.6019 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 34.9462 | 34.4086 | 35.4839 | 34.9462 | 34.4086 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.6431 | 4.9455 | 1.3115 | 1.8534 | 2.305 | 1.0943 |
Largest Winning Trade | 975365 | 975365 | 49802 | 1773515 | 1773515 | 451035 |
Largest Losing Trade | -47153 | -47153 | -18276 | -602857 | -602857 | -469669 |
Avg Bars in Trades | 68 | 118 | 19 | 68 | 118 | 19 |
Avg Bars in Winners | 125 | 220 | 32 | 125 | 220 | 32 |
Avg Bars in Losers | 38 | 64 | 11 | 38 | 64 | 11 |
Bars Traded | 12807 | 11016 | 1791 | 12807 | 11016 | 1791 |
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 | 327081 | 348137 | -584784 | -582880 | -25582 | -584784 |
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 1098135.1253021595, 1206938.8340984625, -108803.7087963037, -49639.574948125, 1544750.453051713, -1594390.027999839 ], [ 1098.135125, 1206.938834, -108.803709, -49.639575, 1544.750453, -1594.390028 ], [ 0.507144, 0.557393, -0.050248, -0.031674, 0.129402, 0 ], [ 172.160997, 172.160997, 172.160997, 172.160997, 172.160997, 172.160997 ], [ -382059, -236060, -204149, -3794845, -2400357, -2525604 ], [ 1.957014, 2.594377, 0.721347, 0.995642, 1.209157, 0.601889 ], [ 186, 93, 93, 186, 93, 93 ], [ 65, 32, 33, 65, 32, 33 ], [ 121, 61, 60, 121, 61, 60 ], [ 34.946237, 34.408602, 35.483871, 34.946237, 34.408602, 35.483871 ], [ 3.643057, 4.945531, 1.311539, 1.853426, 2.304956, 1.094344 ], [ 975365, 975365, 49802, 1773515, 1773515, 451035 ], [ -47153, -47153, -18276, -602857, -602857, -469669 ], [ 68, 118, 19, 68, 118, 19 ], [ 125, 220, 32, 125, 220, 32 ], [ 38, 64, 11, 38, 64, 11 ], [ 12807, 11016, 1791, 12807, 11016, 1791 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327081, 348137, -584784, -582880, -25582, -584784 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } } }
# | 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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