Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154757.5607 | 51454.2919 | 103303.2688 | 219762.2836 | 86297.8854 | 133464.3981 |
Total P&L (%) | 154.7576 | 51.4543 | 103.3033 | 219.7623 | 86.2979 | 133.4644 |
Avg Daily Profit (%) | 0.2971 | 0.0988 | 0.1983 | 0.2234 | 0.1195 | 0.1629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62421 | -48990 | -37726 | -69985 | -51063 | -40464 |
Profit Factor | 1.5878 | 1.3845 | 1.7978 | 1.648 | 1.5377 | 1.7472 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 54.4715 | 50.8197 | 58.0645 | 54.4715 | 50.8197 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.3271 | 1.3399 | 1.2984 | 1.3775 | 1.4881 | 1.2619 |
Largest Winning Trade | 38209 | 16922 | 38209 | 26568 | 26568 | 24727 |
Largest Losing Trade | -33870 | -19829 | -33870 | -36399 | -25130 | -36399 |
Avg Bars in Trades | 197 | 216 | 178 | 197 | 216 | 178 |
Avg Bars in Winners | 165 | 188 | 146 | 165 | 188 | 146 |
Avg Bars in Losers | 234 | 244 | 221 | 234 | 244 | 221 |
Bars Traded | 24236 | 13180 | 11056 | 24236 | 13180 | 11056 |
Profit Streak | 13.8014 | 37.1764 | 13.8014 | 13.8014 | 37.1764 | 13.8014 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421479 | -222426 | -143199 | 404829 | -192605 | -143599 |
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "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": [ [ 154757.5606769861, 51454.2918730004, 103303.2688039857, 219762.2835634183, 86297.8854324131, 133464.3981310053 ], [ 154.757561, 51.454292, 103.303269, 219.762284, 86.297885, 133.464398 ], [ 0.297136, 0.098793, 0.198344, 0.223433, 0.11953, 0.162923 ], [ 10, 10, 10, 10, 10, 10 ], [ -62421, -48990, -37726, -69985, -51063, -40464 ], [ 1.587769, 1.384523, 1.797812, 1.648027, 1.537669, 1.747192 ], [ 123, 61, 62, 123, 61, 62 ], [ 67, 31, 36, 67, 31, 36 ], [ 56, 30, 26, 56, 30, 26 ], [ 54.471545, 50.819672, 58.064516, 54.471545, 50.819672, 58.064516 ], [ 1.32709, 1.339861, 1.29842, 1.377456, 1.488067, 1.261861 ], [ 38209, 16922, 38209, 26568, 26568, 24727 ], [ -33870, -19829, -33870, -36399, -25130, -36399 ], [ 197, 216, 178, 197, 216, 178 ], [ 165, 188, 146, 165, 188, 146 ], [ 234, 244, 221, 234, 244, 221 ], [ 24236, 13180, 11056, 24236, 13180, 11056 ], [ 13.801432, 37.176432, 13.801432, 13.801432, 37.176432, 13.801432 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421479, -222426, -143199, 404829, -192605, -143599 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "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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