Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133505.3216 | 71286.9713 | 62218.3503 | 208210.1288 | 115845.4324 | 92364.6964 |
Total P&L (%) | 133.5053 | 71.287 | 62.2184 | 208.2101 | 115.8454 | 92.3647 |
Avg Daily Profit (%) | 0.5127 | 0.2737 | 0.2389 | 0.4332 | 0.2959 | 0.2515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44153 | -30697 | -29651 | -102024 | -72636 | -73836 |
Profit Factor | 1.7776 | 1.7973 | 1.7562 | 1.5024 | 1.5526 | 1.451 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 68.2353 | 65.1163 | 71.4286 | 68.2353 | 65.1163 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.8275 | 0.9629 | 0.7025 | 0.6994 | 0.8318 | 0.5804 |
Largest Winning Trade | 23798 | 23798 | 19620 | 46937 | 46937 | 32349 |
Largest Losing Trade | -18957 | -12373 | -18957 | -38175 | -30549 | -38175 |
Avg Bars in Trades | 284 | 291 | 277 | 284 | 291 | 277 |
Avg Bars in Winners | 174 | 159 | 189 | 174 | 159 | 189 |
Avg Bars in Losers | 519 | 536 | 498 | 519 | 536 | 498 |
Bars Traded | 24181 | 12517 | 11663 | 24181 | 12517 | 11663 |
Profit Streak | 4.659 | 4.659 | 14.7736 | 4.659 | 4.659 | 14.7736 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475980 | 356175 | 377485 | 417704 | 338852 | 356403 |
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 181, "offset": 196 } } }
{ "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": [ [ 133505.3216427845, 71286.971349859, 62218.3502929254, 208210.1288370864, 115845.4323941294, 92364.6964429572 ], [ 133.505322, 71.286971, 62.21835, 208.210129, 115.845432, 92.364696 ], [ 0.512654, 0.273738, 0.238915, 0.433165, 0.29588, 0.251534 ], [ 10, 10, 10, 10, 10, 10 ], [ -44153, -30697, -29651, -102024, -72636, -73836 ], [ 1.777636, 1.797348, 1.756217, 1.502378, 1.552609, 1.450964 ], [ 85, 43, 42, 85, 43, 42 ], [ 58, 28, 30, 58, 28, 30 ], [ 27, 15, 12, 27, 15, 12 ], [ 68.235294, 65.116279, 71.428571, 68.235294, 65.116279, 71.428571 ], [ 0.82752, 0.962865, 0.702487, 0.699383, 0.831755, 0.580386 ], [ 23798, 23798, 19620, 46937, 46937, 32349 ], [ -18957, -12373, -18957, -38175, -30549, -38175 ], [ 284, 291, 277, 284, 291, 277 ], [ 174, 159, 189, 174, 159, 189 ], [ 519, 536, 498, 519, 536, 498 ], [ 24181, 12517, 11663, 24181, 12517, 11663 ], [ 4.658975, 4.658975, 14.773559, 4.658975, 4.658976, 14.773559 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475980, 356175, 377485, 417704, 338852, 356403 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 181, "offset": 196 } } }
# | 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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