Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161211.3601 | 1190680.9866 | -29469.6265 | 218286.2871 | 202526.2557 | 15760.0314 |
Total P&L (%) | 1161.2114 | 1190.681 | -29.4696 | 218.2863 | 202.5263 | 15.76 |
Avg Daily Profit (%) | 0.5576 | 0.5718 | -0.0142 | 0.0556 | 0.0532 | 0.007 |
Buy And Hold Return (%) | 112.9412 | 112.9412 | 112.9412 | 112.9412 | 112.9412 | 112.9412 |
Max Trade Drawdown | -195186 | -174261 | -47113 | -11498692 | -10956607 | -586937 |
Profit Factor | 3.084 | 3.4707 | 0.6086 | 1.0133 | 1.0132 | 1.0151 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 49.2308 | 56.25 | 42.4242 | 49.2308 | 56.25 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.1803 | 2.6994 | 0.826 | 1.045 | 0.788 | 1.3777 |
Largest Winning Trade | 572645 | 572645 | 7994 | 9261850 | 9261850 | 869757 |
Largest Losing Trade | -81914 | -81914 | -9661 | -5791248 | -5791248 | -355709 |
Avg Bars in Trades | 357 | 714 | 12 | 357 | 714 | 12 |
Avg Bars in Winners | 393 | 690 | 12 | 393 | 690 | 12 |
Avg Bars in Losers | 323 | 744 | 12 | 323 | 744 | 12 |
Bars Traded | 23268 | 22852 | 416 | 23268 | 22852 | 416 |
Profit Streak | 92.5475 | 92.5475 | 114.0475 | 92.5475 | 92.5475 | 114.0475 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117952 | 690851 | -582513 | -466808 | -336519 | -554817 |
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{ "first_band": { "type": "kcl", "factors": { "length": 89, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "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": [ [ 1161211.3600557677, 1190680.9865839807, -29469.6265282129, 218286.2871055026, 202526.2556692327, 15760.0314362709 ], [ 1161.21136, 1190.680987, -29.469627, 218.286287, 202.526256, 15.760031 ], [ 0.557604, 0.571756, -0.014151, 0.055611, 0.053171, 0.007028 ], [ 112.941176, 112.941176, 112.941176, 112.941176, 112.941176, 112.941176 ], [ -195186, -174261, -47113, -11498692, -10956607, -586937 ], [ 3.083952, 3.470684, 0.608598, 1.013321, 1.013197, 1.015144 ], [ 65, 32, 33, 65, 32, 33 ], [ 32, 18, 14, 32, 18, 14 ], [ 33, 14, 19, 33, 14, 19 ], [ 49.230769, 56.25, 42.424242, 49.230769, 56.25, 42.424242 ], [ 3.180325, 2.699421, 0.825954, 1.044987, 0.788042, 1.377695 ], [ 572645, 572645, 7994, 9261850, 9261850, 869757 ], [ -81914, -81914, -9661, -5791248, -5791248, -355709 ], [ 357, 714, 12, 357, 714, 12 ], [ 393, 690, 12, 393, 690, 12 ], [ 323, 744, 12, 323, 744, 12 ], [ 23268, 22852, 416, 23268, 22852, 416 ], [ 92.547492, 92.547492, 114.047492, 92.547492, 92.547492, 114.047492 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117952, 690851, -582513, -466808, -336519, -554817 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 89, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "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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