Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1190677.9244 | 15900.3227 | -1206578.2471 | -228861.0759 | 3416544.1711 | -3645405.2469 |
Total P&L (%) | -1190.6779 | 15.9003 | -1206.5782 | -228.8611 | 3416.5442 | -3645.4052 |
Avg Daily Profit (%) | -0.5718 | 0.0076 | -0.5794 | 0 | 0.1711 | 0 |
Buy And Hold Return (%) | 52.3126 | 52.3126 | 52.3126 | 52.3126 | 52.3126 | 52.3126 |
Max Trade Drawdown | -1390177 | -49763 | -1412875 | -20531622 | -1327834 | -23562427 |
Profit Factor | 0.3409 | 1.132 | 0.2844 | 0.9919 | 2.1006 | 0.855 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 46 | 22 | 24 | 23 | 15 | 8 |
Losing Trades | 21 | 12 | 9 | 44 | 19 | 25 |
Profitability (%) | 68.6567 | 64.7059 | 72.7273 | 34.3284 | 44.1176 | 24.2424 |
Ratio Avg Win / Avg Loss | 0.1556 | 0.6175 | 0.1067 | 1.8975 | 2.6608 | 2.6718 |
Largest Winning Trade | 60064 | 14568 | 60064 | 15085055 | 2352282 | 15085055 |
Largest Losing Trade | -1018226 | -32694 | -1018226 | -8190413 | -1114272 | -8190413 |
Avg Bars in Trades | 347 | 61 | 642 | 347 | 61 | 642 |
Avg Bars in Winners | 197 | 57 | 326 | 459 | 70 | 1188 |
Avg Bars in Losers | 676 | 70 | 1484 | 289 | 54 | 467 |
Bars Traded | 23287 | 2097 | 21190 | 23287 | 2097 | 21190 |
Profit Streak | 0 | 0 | 235.2464 | 97.9131 | 109.6631 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699359 | -423500 | -576478 | -704812 | 361531 | -611178 |
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{ "first_band": { "type": "kcu", "factors": { "length": 58, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 197, "offset": 127 } } }
{ "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": [ [ -1190677.92438271, 15900.3227469289, -1206578.2471296384, -228861.0758600352, 3416544.171056697, -3645405.2469167337 ], [ -1190.677924, 15.900323, -1206.578247, -228.861076, 3416.544171, -3645.405247 ], [ -0.571754, 0.007635, -0.579389, 0, 0.171098, 0 ], [ 52.3126, 52.3126, 52.3126, 52.3126, 52.3126, 52.3126 ], [ -1390177, -49763, -1412875, -20531622, -1327834, -23562427 ], [ 0.340934, 1.132008, 0.284424, 0.991897, 2.100635, 0.854989 ], [ 67, 34, 33, 67, 34, 33 ], [ 46, 22, 24, 23, 15, 8 ], [ 21, 12, 9, 44, 19, 25 ], [ 68.656716, 64.705882, 72.727273, 34.328358, 44.117647, 24.242424 ], [ 0.155644, 0.617459, 0.106659, 1.897542, 2.660805, 2.671841 ], [ 60064, 14568, 60064, 15085055, 2352282, 15085055 ], [ -1018226, -32694, -1018226, -8190413, -1114272, -8190413 ], [ 347, 61, 642, 347, 61, 642 ], [ 197, 57, 326, 459, 70, 1188 ], [ 676, 70, 1484, 289, 54, 467 ], [ 23287, 2097, 21190, 23287, 2097, 21190 ], [ 0, 0, 235.246442, 97.913108, 109.663108, 0 ], [ 0, 0, 4, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -699359, -423500, -576478, -704812, 361531, -611178 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 58, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 197, "offset": 127 } } }
# | 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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