Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146049.0493 | 93688.7349 | 52360.3144 | 178753.8327 | 130549.8545 | 48203.9781 |
Total P&L (%) | 146.049 | 93.6887 | 52.3603 | 178.7538 | 130.5499 | 48.204 |
Avg Daily Profit (%) | 0.5484 | 0.3518 | 0.1966 | 0.3857 | 0.3141 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44984 | -26208 | -59417 | -91387 | -38352 | -111074 |
Profit Factor | 1.6065 | 1.9018 | 1.3825 | 1.5452 | 1.9511 | 1.2529 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 42.5532 | 42.5532 | 42.5532 | 42.5532 | 42.5532 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.1688 | 2.5674 | 1.8663 | 2.086 | 2.634 | 1.6914 |
Largest Winning Trade | 41505 | 41505 | 26733 | 58036 | 58036 | 40210 |
Largest Losing Trade | -18013 | -11270 | -18013 | -33065 | -17056 | -33065 |
Avg Bars in Trades | 132 | 132 | 132 | 132 | 132 | 132 |
Avg Bars in Winners | 219 | 214 | 224 | 219 | 214 | 224 |
Avg Bars in Losers | 68 | 72 | 65 | 68 | 72 | 65 |
Bars Traded | 12472 | 6235 | 6237 | 12472 | 6235 | 6237 |
Profit Streak | 274.1309 | 274.1309 | 284.3184 | 274.1309 | 274.1309 | 284.3184 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394833 | 321351 | 190578 | 332250 | 313191 | 32589 |
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.54671 } } }
{ "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": [ [ 146049.0493342526, 93688.7348881447, 52360.3144461079, 178753.8326548239, 130549.8545189857, 48203.9781358382 ], [ 146.049049, 93.688735, 52.360314, 178.753833, 130.549855, 48.203978 ], [ 0.548417, 0.351803, 0.196614, 0.385691, 0.314148, 0.147839 ], [ 10, 10, 10, 10, 10, 10 ], [ -44984, -26208, -59417, -91387, -38352, -111074 ], [ 1.606528, 1.9018, 1.382459, 1.545188, 1.951117, 1.252885 ], [ 94, 47, 47, 94, 47, 47 ], [ 40, 20, 20, 40, 20, 20 ], [ 54, 27, 27, 54, 27, 27 ], [ 42.553191, 42.553191, 42.553191, 42.553191, 42.553191, 42.553191 ], [ 2.168812, 2.567429, 1.866319, 2.086004, 2.634008, 1.691395 ], [ 41505, 41505, 26733, 58036, 58036, 40210 ], [ -18013, -11270, -18013, -33065, -17056, -33065 ], [ 132, 132, 132, 132, 132, 132 ], [ 219, 214, 224, 219, 214, 224 ], [ 68, 72, 65, 68, 72, 65 ], [ 12472, 6235, 6237, 12472, 6235, 6237 ], [ 274.130865, 274.130865, 284.318365, 274.130865, 274.130865, 284.318365 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394833, 321351, 190578, 332250, 313191, 32589 ] ] }
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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) |
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