Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157997.8176 | 144216.5127 | 13781.3049 | 16632.8323 | -1910.8783 | 18543.7106 |
Total P&L (%) | 157.9978 | 144.2165 | 13.7813 | 16.6328 | -1.9109 | 18.5437 |
Avg Daily Profit (%) | 0.1517 | 0.1384 | 0.0132 | 0.0148 | -0.0019 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65522 | -70607 | -6474 | -164970 | -159813 | -10910 |
Profit Factor | 1.5869 | 1.5914 | 1.5429 | 1.0349 | 0.9957 | 1.5055 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 49.4382 | 50 | 48.8889 | 49.4382 | 50 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.6229 | 1.5914 | 1.613 | 1.0584 | 0.9957 | 1.5739 |
Largest Winning Trade | 116994 | 116994 | 3886 | 137737 | 137737 | 9523 |
Largest Losing Trade | -60942 | -60942 | -5515 | -157354 | -157354 | -10449 |
Avg Bars in Trades | 262 | 524 | 6 | 262 | 524 | 6 |
Avg Bars in Winners | 132 | 256 | 7 | 132 | 256 | 7 |
Avg Bars in Losers | 389 | 792 | 4 | 389 | 792 | 4 |
Bars Traded | 23356 | 23087 | 270 | 23356 | 23087 | 270 |
Profit Streak | 38.6788 | 0 | 52.2621 | 38.6788 | 0 | 52.2621 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385964 | -5175 | -219871 | -363829 | -580719 | -175964 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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": [ [ 157997.8175659263, 144216.5126942526, 13781.3048716736, 16632.8323335102, -1910.8782739195, 18543.7106074298 ], [ 157.997818, 144.216513, 13.781305, 16.632832, -1.910878, 18.543711 ], [ 0.151677, 0.138447, 0.01323, 0.014772, -0.001852, 0.016332 ], [ 10, 10, 10, 10, 10, 10 ], [ -65522, -70607, -6474, -164970, -159813, -10910 ], [ 1.586855, 1.591432, 1.54289, 1.034888, 0.995658, 1.505511 ], [ 89, 44, 45, 89, 44, 45 ], [ 44, 22, 22, 44, 22, 22 ], [ 45, 22, 23, 45, 22, 23 ], [ 49.438202, 50, 48.888889, 49.438202, 50, 48.888889 ], [ 1.62292, 1.591432, 1.613022, 1.058408, 0.995658, 1.573943 ], [ 116994, 116994, 3886, 137737, 137737, 9523 ], [ -60942, -60942, -5515, -157354, -157354, -10449 ], [ 262, 524, 6, 262, 524, 6 ], [ 132, 256, 7, 132, 256, 7 ], [ 389, 792, 4, 389, 792, 4 ], [ 23356, 23087, 270, 23356, 23087, 270 ], [ 38.678805, 0, 52.262138, 38.678805, 0, 52.262139 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385964, -5175, -219871, -363829, -580719, -175964 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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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