Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988588.1886 | 966871.994 | 21716.1946 | 572082.392 | 763986.0333 | -191903.6414 |
Total P&L (%) | 988.5882 | 966.872 | 21.7162 | 572.0824 | 763.986 | -191.9036 |
Avg Daily Profit (%) | 0.3955 | 0.3868 | 0.0087 | 0.0762 | 0.0863 | 0 |
Buy And Hold Return (%) | 271.3855 | 271.3855 | 271.3855 | 271.3855 | 271.3855 | 271.3855 |
Max Trade Drawdown | -100548 | -88234 | -54645 | -1460243 | -1287366 | -573513 |
Profit Factor | 3.543 | 4.9952 | 1.148 | 1.1618 | 1.3407 | 0.8517 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 44.8276 | 34.4828 | 55.1724 | 44.8276 | 34.4828 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.3606 | 9.4909 | 0.9327 | 1.4299 | 2.5473 | 0.692 |
Largest Winning Trade | 924197 | 924197 | 30411 | 1806734 | 1806734 | 418205 |
Largest Losing Trade | -27999 | -27999 | -27568 | -502131 | -502131 | -349098 |
Avg Bars in Trades | 168 | 200 | 135 | 168 | 200 | 135 |
Avg Bars in Winners | 268 | 395 | 189 | 268 | 395 | 189 |
Avg Bars in Losers | 86 | 98 | 69 | 86 | 98 | 69 |
Bars Traded | 9751 | 5822 | 3929 | 9751 | 5822 | 3929 |
Profit Streak | 98.8534 | 98.8534 | 107.6034 | 98.8534 | 98.8534 | 107.6034 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166657 | 334265 | -405233 | -320031 | -84683 | -579600 |
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 58, "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": [ [ 988588.188636798, 966871.9940174418, 21716.1946193565, 572082.3919551172, 763986.0333443444, -191903.6413892271 ], [ 988.588189, 966.871994, 21.716195, 572.082392, 763.986033, -191.903641 ], [ 0.395475, 0.386787, 0.008687, 0.076245, 0.086301, 0 ], [ 271.385501, 271.385501, 271.385501, 271.385501, 271.385501, 271.385501 ], [ -100548, -88234, -54645, -1460243, -1287366, -573513 ], [ 3.54297, 4.995193, 1.147986, 1.16177, 1.340686, 0.851685 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 10, 16, 26, 10, 16 ], [ 32, 19, 13, 32, 19, 13 ], [ 44.827586, 34.482759, 55.172414, 44.827586, 34.482759, 55.172414 ], [ 4.360579, 9.490867, 0.932739, 1.429871, 2.547304, 0.691994 ], [ 924197, 924197, 30411, 1806734, 1806734, 418205 ], [ -27999, -27999, -27568, -502131, -502131, -349098 ], [ 168, 200, 135, 168, 200, 135 ], [ 268, 395, 189, 268, 395, 189 ], [ 86, 98, 69, 86, 98, 69 ], [ 9751, 5822, 3929, 9751, 5822, 3929 ], [ 98.853434, 98.853434, 107.603434, 98.853434, 98.853434, 107.603434 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166657, 334265, -405233, -320031, -84683, -579600 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 58, "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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