Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186570.8853 | -44056.9644 | 230627.8497 | 29772.9893 | -137372.1593 | 167145.1487 |
Total P&L (%) | 186.5709 | -44.057 | 230.6279 | 29.773 | -137.3722 | 167.1451 |
Avg Daily Profit (%) | 0.1221 | -0.0288 | 0.1509 | 0.0171 | 0 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81747 | -99958 | -77542 | -161662 | -191728 | -114823 |
Profit Factor | 1.384 | 0.8625 | 2.3934 | 1.0487 | 0.6603 | 1.8057 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 27 | 19 | 8 | 27 | 19 | 8 |
Profitability (%) | 71.2766 | 59.5745 | 82.9787 | 71.2766 | 59.5745 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.5577 | 0.5852 | 0.4909 | 0.4226 | 0.4481 | 0.3704 |
Largest Winning Trade | 27570 | 27570 | 25335 | 39166 | 33409 | 39166 |
Largest Losing Trade | -53071 | -53071 | -47557 | -110083 | -110083 | -63329 |
Avg Bars in Trades | 46 | 59 | 33 | 46 | 59 | 33 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 98 | 105 | 80 | 98 | 105 | 80 |
Bars Traded | 4378 | 2809 | 1569 | 4378 | 2809 | 1569 |
Profit Streak | 10.2198 | 0 | 10.5531 | 10.2198 | 0 | 10.5531 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27129 | -579455 | 500170 | -337920 | -579455 | -101477 |
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{ "first_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 186570.8852776849, -44056.9643842543, 230627.8496619391, 29772.989313577, -137372.1593466552, 167145.1486602323 ], [ 186.570885, -44.056964, 230.62785, 29.772989, -137.372159, 167.145149 ], [ 0.122101, -0.028833, 0.150934, 0.017058, 0, 0.064328 ], [ 10, 10, 10, 10, 10, 10 ], [ -81747, -99958, -77542, -161662, -191728, -114823 ], [ 1.384009, 0.862464, 2.393366, 1.048657, 0.66034, 1.805713 ], [ 94, 47, 47, 94, 47, 47 ], [ 67, 28, 39, 67, 28, 39 ], [ 27, 19, 8, 27, 19, 8 ], [ 71.276596, 59.574468, 82.978723, 71.276596, 59.574468, 82.978723 ], [ 0.557735, 0.585244, 0.490947, 0.422593, 0.448088, 0.370403 ], [ 27570, 27570, 25335, 39166, 33409, 39166 ], [ -53071, -53071, -47557, -110083, -110083, -63329 ], [ 46, 59, 33, 46, 59, 33 ], [ 25, 28, 23, 25, 28, 23 ], [ 98, 105, 80, 98, 105, 80 ], [ 4378, 2809, 1569, 4378, 2809, 1569 ], [ 10.219811, 0, 10.553145, 10.219811, 0, 10.553145 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27129, -579455, 500170, -337920, -579455, -101477 ] ] }
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# | 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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