Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131433.5717 | 84820.4466 | 46613.1251 | 107006.982 | 83904.1317 | 23102.8503 |
Total P&L (%) | 131.4336 | 84.8204 | 46.6131 | 107.007 | 83.9041 | 23.1029 |
Avg Daily Profit (%) | 1.514 | 0.9771 | 0.537 | 0.8417 | 0.7043 | 0.2397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48479 | -34989 | -21504 | -39940 | -29684 | -16449 |
Profit Factor | 1.9415 | 1.9694 | 1.8947 | 1.977 | 2.2246 | 1.5634 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 39.8438 | 31.25 | 48.4375 | 39.8438 | 31.25 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.9313 | 4.3326 | 2.0169 | 2.9849 | 4.894 | 1.6642 |
Largest Winning Trade | 117484 | 117484 | 63901 | 111824 | 111824 | 37109 |
Largest Losing Trade | -9532 | -7483 | -9532 | -7054 | -5581 | -7054 |
Avg Bars in Trades | 187 | 299 | 75 | 187 | 299 | 75 |
Avg Bars in Winners | 269 | 538 | 95 | 269 | 538 | 95 |
Avg Bars in Losers | 133 | 191 | 56 | 133 | 191 | 56 |
Bars Traded | 24000 | 19176 | 4824 | 24000 | 19176 | 4824 |
Profit Streak | 1.3309 | 1.3309 | 2.265 | 1.3309 | 1.3309 | 2.265 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332230 | -134707 | -131103 | 313685 | -135186 | -137622 |
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 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": [ [ 131433.5716622801, 84820.4465966042, 46613.1250656758, 107006.9819727622, 83904.1316515852, 23102.8503211771 ], [ 131.433572, 84.820447, 46.613125, 107.006982, 83.904132, 23.10285 ], [ 1.514037, 0.977082, 0.536956, 0.841654, 0.704282, 0.239718 ], [ 10, 10, 10, 10, 10, 10 ], [ -48479, -34989, -21504, -39940, -29684, -16449 ], [ 1.94149, 1.96938, 1.89465, 1.977008, 2.224558, 1.563384 ], [ 128, 64, 64, 128, 64, 64 ], [ 51, 20, 31, 51, 20, 31 ], [ 77, 44, 33, 77, 44, 33 ], [ 39.84375, 31.25, 48.4375, 39.84375, 31.25, 48.4375 ], [ 2.931269, 4.332637, 2.016886, 2.984894, 4.894028, 1.664247 ], [ 117484, 117484, 63901, 111824, 111824, 37109 ], [ -9532, -7483, -9532, -7054, -5581, -7054 ], [ 187, 299, 75, 187, 299, 75 ], [ 269, 538, 95, 269, 538, 95 ], [ 133, 191, 56, 133, 191, 56 ], [ 24000, 19176, 4824, 24000, 19176, 4824 ], [ 1.330928, 1.330928, 2.264956, 1.330928, 1.330928, 2.264956 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332230, -134707, -131103, 313685, -135186, -137622 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } } }
# | 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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