Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1674627.2819 | 1644018.6191 | 30608.6629 | 1231157.6255 | 2185251.229 | -954093.6036 |
Total P&L (%) | 1674.6273 | 1644.0186 | 30.6087 | 1231.1576 | 2185.2512 | -954.0936 |
Avg Daily Profit (%) | 0.7425 | 0.729 | 0.0136 | 0.1148 | 0.1388 | 0 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -148828 | -129339 | -63996 | -5588269 | -4355566 | -3563728 |
Profit Factor | 3.024 | 4.9385 | 1.0747 | 1.064 | 1.2437 | 0.9071 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 42.5287 | 40.2299 | 44.8276 | 42.5287 | 40.2299 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.0865 | 7.3372 | 1.3227 | 1.4379 | 1.8478 | 1.1164 |
Largest Winning Trade | 1234086 | 1234086 | 37214 | 3495621 | 3495621 | 1406279 |
Largest Losing Trade | -30044 | -29703 | -30044 | -1553637 | -1173983 | -1553637 |
Avg Bars in Trades | 50 | 69 | 30 | 50 | 69 | 30 |
Avg Bars in Winners | 79 | 119 | 43 | 79 | 119 | 43 |
Avg Bars in Losers | 28 | 36 | 20 | 28 | 36 | 20 |
Bars Traded | 8706 | 6054 | 2652 | 8706 | 6054 | 2652 |
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 | 569753 | 557399 | -481220 | -193187 | -10536 | -581444 |
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.70075 } } }
{ "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": [ [ 1674627.2819417024, 1644018.6190896481, 30608.6628520537, 1231157.625456429, 2185251.229020699, -954093.6035642709 ], [ 1674.627282, 1644.018619, 30.608663, 1231.157625, 2185.251229, -954.093604 ], [ 0.742546, 0.728974, 0.013572, 0.114848, 0.138842, 0 ], [ 276.612903, 276.612903, 276.612903, 276.612903, 276.612903, 276.612903 ], [ -148828, -129339, -63996, -5588269, -4355566, -3563728 ], [ 3.023997, 4.938471, 1.074662, 1.064013, 1.243716, 0.907068 ], [ 174, 87, 87, 174, 87, 87 ], [ 74, 35, 39, 74, 35, 39 ], [ 100, 52, 48, 100, 52, 48 ], [ 42.528736, 40.229885, 44.827586, 42.528736, 40.229885, 44.827586 ], [ 4.086483, 7.337157, 1.322661, 1.437855, 1.847806, 1.116391 ], [ 1234086, 1234086, 37214, 3495621, 3495621, 1406279 ], [ -30044, -29703, -30044, -1553637, -1173983, -1553637 ], [ 50, 69, 30, 50, 69, 30 ], [ 79, 119, 43, 79, 119, 43 ], [ 28, 36, 20, 28, 36, 20 ], [ 8706, 6054, 2652, 8706, 6054, 2652 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569753, 557399, -481220, -193187, -10536, -581444 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.70075 } } }
# | 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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