Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394952.368 | 388603.1274 | 6349.2407 | -56871.7541 | 117036.4793 | -173908.2334 |
Total P&L (%) | 394.9524 | 388.6031 | 6.3492 | -56.8718 | 117.0365 | -173.9082 |
Avg Daily Profit (%) | 0.2468 | 0.2428 | 0.004 | -0.0525 | 0.0484 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122002 | -120187 | -129987 | -192444 | -115336 | -216695 |
Profit Factor | 1.36 | 1.7112 | 1.0115 | 0.942 | 1.2733 | 0.6854 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 48.0447 | 43.3333 | 52.809 | 48.0447 | 43.3333 | 52.809 |
Ratio Avg Win / Avg Loss | 1.4707 | 2.2377 | 0.9039 | 1.0187 | 1.6651 | 0.6124 |
Largest Winning Trade | 317514 | 317514 | 52885 | 151595 | 151595 | 38419 |
Largest Losing Trade | -53763 | -42305 | -53763 | -86231 | -34133 | -86231 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 3143 | 1448 | 1695 | 3143 | 1448 | 1695 |
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 | 321336 | 309643 | -562481 | -578656 | -129832 | -580452 |
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{ "first_band": { "type": "kcb", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 25, "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": [ [ 394952.3680265183, 388603.1273613496, 6349.2406651684, -56871.7541214881, 117036.4792504604, -173908.2333719488 ], [ 394.952368, 388.603127, 6.349241, -56.871754, 117.036479, -173.908233 ], [ 0.246768, 0.242801, 0.003967, -0.052532, 0.048428, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -122002, -120187, -129987, -192444, -115336, -216695 ], [ 1.359971, 1.711156, 1.011529, 0.942024, 1.273292, 0.685354 ], [ 179, 90, 89, 179, 90, 89 ], [ 86, 39, 47, 86, 39, 47 ], [ 93, 51, 42, 93, 51, 42 ], [ 48.044693, 43.333333, 52.808989, 48.044693, 43.333333, 52.808989 ], [ 1.470666, 2.237666, 0.903919, 1.018701, 1.665074, 0.612444 ], [ 317514, 317514, 52885, 151595, 151595, 38419 ], [ -53763, -42305, -53763, -86231, -34133, -86231 ], [ 17, 16, 19, 17, 16, 19 ], [ 20, 19, 20, 20, 19, 20 ], [ 15, 13, 17, 15, 13, 17 ], [ 3143, 1448, 1695, 3143, 1448, 1695 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321336, 309643, -562481, -578656, -129832, -580452 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 10, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 25, "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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