Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155782.4617 | 115515.0962 | 40267.3655 | 165154.2348 | 75081.7148 | 90072.52 |
Total P&L (%) | 155.7825 | 115.5151 | 40.2674 | 165.1542 | 75.0817 | 90.0725 |
Avg Daily Profit (%) | 0.1496 | 0.1109 | 0.0387 | 0.0937 | 0.0538 | 0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47285 | -49132 | -13548 | -151895 | -164387 | -34112 |
Profit Factor | 1.5154 | 1.5208 | 1.5005 | 1.2565 | 1.1512 | 1.6106 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 61.3445 | 61.0169 | 61.6667 | 61.3445 | 61.0169 | 61.6667 |
Ratio Avg Win / Avg Loss | 0.9549 | 0.9716 | 0.9327 | 0.7917 | 0.7355 | 1.0012 |
Largest Winning Trade | 33978 | 33978 | 16009 | 43266 | 43266 | 36626 |
Largest Losing Trade | -43197 | -43197 | -12747 | -140028 | -140028 | -24996 |
Avg Bars in Trades | 198 | 356 | 42 | 198 | 356 | 42 |
Avg Bars in Winners | 136 | 243 | 31 | 136 | 243 | 31 |
Avg Bars in Losers | 297 | 534 | 60 | 297 | 534 | 60 |
Bars Traded | 23616 | 21049 | 2567 | 23616 | 21049 | 2567 |
Profit Streak | 16.1522 | 0 | 68.9855 | 16.1522 | 0 | 68.9855 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312894 | -220433 | -310108 | -67415 | -352186 | -274926 |
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{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 4.96424 } } }
{ "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": [ [ 155782.461668408, 115515.0962095744, 40267.3654588336, 165154.2347971699, 75081.7147590095, 90072.5200381603 ], [ 155.782462, 115.515096, 40.267365, 165.154235, 75.081715, 90.07252 ], [ 0.149551, 0.110894, 0.038657, 0.093657, 0.053782, 0.061673 ], [ 10, 10, 10, 10, 10, 10 ], [ -47285, -49132, -13548, -151895, -164387, -34112 ], [ 1.515361, 1.520766, 1.500458, 1.256462, 1.151233, 1.610633 ], [ 119, 59, 60, 119, 59, 60 ], [ 73, 36, 37, 73, 36, 37 ], [ 46, 23, 23, 46, 23, 23 ], [ 61.344538, 61.016949, 61.666667, 61.344538, 61.016949, 61.666667 ], [ 0.954885, 0.971601, 0.932717, 0.791743, 0.73551, 1.001204 ], [ 33978, 33978, 16009, 43266, 43266, 36626 ], [ -43197, -43197, -12747, -140028, -140028, -24996 ], [ 198, 356, 42, 198, 356, 42 ], [ 136, 243, 31, 136, 243, 31 ], [ 297, 534, 60, 297, 534, 60 ], [ 23616, 21049, 2567, 23616, 21049, 2567 ], [ 16.152152, 0, 68.985486, 16.152152, 0, 68.985486 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312894, -220433, -310108, -67415, -352186, -274926 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 4.96424 } } }
# | 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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