Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389550.2902 | 444815.1892 | -55264.8991 | -68892.4399 | 2317285.7311 | -2386178.171 |
Total P&L (%) | 389.5503 | 444.8152 | -55.2649 | -68.8924 | 2317.2857 | -2386.1782 |
Avg Daily Profit (%) | 0.1871 | 0.2136 | -0.0265 | -0.0561 | 0.1531 | 0 |
Buy And Hold Return (%) | 114.3689 | 114.3689 | 114.3689 | 114.3689 | 114.3689 | 114.3689 |
Max Trade Drawdown | -302766 | -180792 | -160261 | -3854184 | -2309903 | -3274412 |
Profit Factor | 1.1778 | 1.3438 | 0.9384 | 0.9966 | 1.2098 | 0.7453 |
Total Trades | 905 | 452 | 453 | 905 | 452 | 453 |
Winning Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Losing Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Profitability (%) | 58.232 | 58.1858 | 58.2781 | 58.232 | 58.1858 | 58.2781 |
Ratio Avg Win / Avg Loss | 0.8448 | 0.9657 | 0.6718 | 0.7148 | 0.8694 | 0.5335 |
Largest Winning Trade | 113561 | 113561 | 41785 | 1575093 | 1575093 | 635151 |
Largest Losing Trade | -85152 | -65741 | -85152 | -2522295 | -1453066 | -2522295 |
Avg Bars in Trades | 27 | 43 | 11 | 27 | 43 | 11 |
Avg Bars in Winners | 18 | 27 | 8 | 18 | 27 | 8 |
Avg Bars in Losers | 40 | 64 | 16 | 40 | 64 | 16 |
Bars Traded | 24900 | 19552 | 5348 | 24900 | 19552 | 5348 |
Profit Streak | 3.5638 | 0 | 16.6472 | 3.5638 | 0 | 16.6472 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16001 | 250907 | -576081 | -574912 | 301345 | -576081 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 52, "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": [ [ 389550.2901503987, 444815.1892018447, -55264.8990514457, -68892.4398793585, 2317285.7310717376, -2386178.1709510954 ], [ 389.55029, 444.815189, -55.264899, -68.89244, 2317.285731, -2386.178171 ], [ 0.187059, 0.213597, -0.026538, -0.056057, 0.153069, 0 ], [ 114.368932, 114.368932, 114.368932, 114.368932, 114.368932, 114.368932 ], [ -302766, -180792, -160261, -3854184, -2309903, -3274412 ], [ 1.177788, 1.343839, 0.938418, 0.996625, 1.209839, 0.745273 ], [ 905, 452, 453, 905, 452, 453 ], [ 527, 263, 264, 527, 263, 264 ], [ 378, 189, 189, 378, 189, 189 ], [ 58.232044, 58.185841, 58.278146, 58.232044, 58.185841, 58.278146 ], [ 0.844789, 0.965725, 0.671822, 0.714847, 0.869428, 0.533548 ], [ 113561, 113561, 41785, 1575093, 1575093, 635151 ], [ -85152, -65741, -85152, -2522295, -1453066, -2522295 ], [ 27, 43, 11, 27, 43, 11 ], [ 18, 27, 8, 18, 27, 8 ], [ 40, 64, 16, 40, 64, 16 ], [ 24900, 19552, 5348, 24900, 19552, 5348 ], [ 3.563827, 0, 16.64716, 3.563827, 0, 16.64716 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16001, 250907, -576081, -574912, 301345, -576081 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 52, "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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