Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114857.0775 | 65580.8661 | 49276.2115 | 154699.5848 | 107044.128 | 47655.4568 |
Total P&L (%) | 114.8571 | 65.5809 | 49.2762 | 154.6996 | 107.0441 | 47.6555 |
Avg Daily Profit (%) | 0.8268 | 0.4721 | 0.3547 | 0.6753 | 0.5253 | 0.2809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31628 | -23978 | -33999 | -56952 | -21106 | -61227 |
Profit Factor | 1.8849 | 2.1062 | 1.6988 | 1.8942 | 2.7279 | 1.4291 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 68.6047 | 67.4419 | 69.7674 | 68.6047 | 67.4419 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.8626 | 1.0168 | 0.7362 | 0.8668 | 1.3169 | 0.6193 |
Largest Winning Trade | 30791 | 30791 | 15240 | 36323 | 36323 | 23514 |
Largest Losing Trade | -31345 | -16195 | -31345 | -56435 | -14496 | -56435 |
Avg Bars in Trades | 149 | 159 | 139 | 149 | 159 | 139 |
Avg Bars in Winners | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Losers | 219 | 222 | 217 | 219 | 222 | 217 |
Bars Traded | 12847 | 6854 | 5993 | 12847 | 6854 | 5993 |
Profit Streak | 133.3838 | 133.3838 | 139.2067 | 133.3838 | 133.3838 | 139.2067 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581767 | 519408 | 368429 | 543203 | 589566 | 296069 |
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{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 114857.0775454373, 65580.8660862825, 49276.2114591548, 154699.5847571761, 107044.1279653498, 47655.4567918262 ], [ 114.857078, 65.580866, 49.276211, 154.699585, 107.044128, 47.655457 ], [ 0.826845, 0.47211, 0.354735, 0.675306, 0.525284, 0.280943 ], [ 10, 10, 10, 10, 10, 10 ], [ -31628, -23978, -33999, -56952, -21106, -61227 ], [ 1.884918, 2.10624, 1.698841, 1.894154, 2.727922, 1.429086 ], [ 86, 43, 43, 86, 43, 43 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 14, 13, 27, 14, 13 ], [ 68.604651, 67.44186, 69.767442, 68.604651, 67.44186, 69.767442 ], [ 0.862589, 1.016805, 0.736164, 0.866816, 1.316928, 0.619271 ], [ 30791, 30791, 15240, 36323, 36323, 23514 ], [ -31345, -16195, -31345, -56435, -14496, -56435 ], [ 149, 159, 139, 149, 159, 139 ], [ 117, 129, 105, 117, 129, 105 ], [ 219, 222, 217, 219, 222, 217 ], [ 12847, 6854, 5993, 12847, 6854, 5993 ], [ 133.383831, 133.383831, 139.206748, 133.383831, 133.383831, 139.206748 ], [ 6, 3, 5, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 581767, 519408, 368429, 543203, 589566, 296069 ] ] }
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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) |
---|