Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1277176.9203 | -6832.2844 | -1270344.6359 | -1542029.1135 | 22841913.8013 | -24383942.9148 |
Total P&L (%) | -1277.1769 | -6.8323 | -1270.3446 | -1542.0291 | 22841.9138 | -24383.9429 |
Avg Daily Profit (%) | -0.6133 | -0.0033 | -0.61 | 0 | 0.2614 | 0 |
Buy And Hold Return (%) | 111.0787 | 111.0787 | 111.0787 | 111.0787 | 111.0787 | 111.0787 |
Max Trade Drawdown | -1459113 | -86277 | -1420435 | -52829908 | -5407045 | -52749101 |
Profit Factor | 0.4253 | 0.9769 | 0.3407 | 0.983 | 2.5554 | 0.68 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 177 | 79 | 98 | 72 | 46 | 26 |
Losing Trades | 52 | 36 | 16 | 157 | 69 | 88 |
Profitability (%) | 77.2926 | 68.6957 | 85.9649 | 31.441 | 40 | 22.807 |
Ratio Avg Win / Avg Loss | 0.1249 | 0.4452 | 0.0556 | 2.1436 | 3.833 | 2.3016 |
Largest Winning Trade | 40930 | 24263 | 40930 | 17729742 | 15982499 | 17729742 |
Largest Losing Trade | -841980 | -48000 | -841980 | -28470039 | -3015202 | -28470039 |
Avg Bars in Trades | 106 | 24 | 189 | 106 | 24 | 189 |
Avg Bars in Winners | 51 | 9 | 85 | 176 | 43 | 412 |
Avg Bars in Losers | 293 | 57 | 824 | 74 | 12 | 123 |
Bars Traded | 24440 | 2832 | 21608 | 24440 | 2832 | 21608 |
Profit Streak | 3.8523 | 53.8523 | 0 | 0 | 0 | 96.6023 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576398 | -577762 | -576282 | -584019 | 344684 | -616772 |
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{ "first_band": { "type": "wma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -1277176.9203302816, -6832.2844376858, -1270344.6358925947, -1542029.113515869, 22841913.801271204, -24383942.914787076 ], [ -1277.17692, -6.832284, -1270.344636, -1542.029114, 22841.913801, -24383.942915 ], [ -0.61329, -0.003281, -0.610009, 0, 0.261352, 0 ], [ 111.078717, 111.078717, 111.078717, 111.078717, 111.078717, 111.078717 ], [ -1459113, -86277, -1420435, -52829908, -5407045, -52749101 ], [ 0.425302, 0.976889, 0.340666, 0.983034, 2.555365, 0.680014 ], [ 229, 115, 114, 229, 115, 114 ], [ 177, 79, 98, 72, 46, 26 ], [ 52, 36, 16, 157, 69, 88 ], [ 77.292576, 68.695652, 85.964912, 31.441048, 40, 22.807018 ], [ 0.124947, 0.445165, 0.055619, 2.14356, 3.833047, 2.301587 ], [ 40930, 24263, 40930, 17729742, 15982499, 17729742 ], [ -841980, -48000, -841980, -28470039, -3015202, -28470039 ], [ 106, 24, 189, 106, 24, 189 ], [ 51, 9, 85, 176, 43, 412 ], [ 293, 57, 824, 74, 12, 123 ], [ 24440, 2832, 21608, 24440, 2832, 21608 ], [ 3.8523, 53.8523, 0, 0, 0, 96.602301 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576398, -577762, -576282, -584019, 344684, -616772 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
# | 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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