Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59749.4818 | 3473.677 | 56275.8048 | 34763.8467 | -17162.5212 | 51926.3679 |
Total P&L (%) | 59.7495 | 3.4737 | 56.2758 | 34.7638 | -17.1625 | 51.9264 |
Avg Daily Profit (%) | 0.2294 | 0.0133 | 0.2161 | 0.1146 | -0.0723 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64060 | -48871 | -30685 | -64788 | -54088 | -26039 |
Profit Factor | 1.2426 | 1.0202 | 1.7592 | 1.1417 | 0.9025 | 1.7503 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 68.3673 | 65.3061 | 71.4286 | 68.3673 | 65.3061 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.575 | 0.542 | 0.7037 | 0.5283 | 0.4795 | 0.7001 |
Largest Winning Trade | 17469 | 17469 | 11915 | 11598 | 11598 | 10802 |
Largest Losing Trade | -26521 | -26521 | -20336 | -32985 | -32985 | -16176 |
Avg Bars in Trades | 251 | 375 | 126 | 251 | 375 | 126 |
Avg Bars in Winners | 153 | 224 | 88 | 153 | 224 | 88 |
Avg Bars in Losers | 463 | 661 | 222 | 463 | 661 | 222 |
Bars Traded | 24630 | 18416 | 6214 | 24630 | 18416 | 6214 |
Profit Streak | 3.9275 | 10.4483 | 3.9275 | 3.9275 | 10.4483 | 3.9275 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250311 | -539007 | 309336 | -107247 | -578994 | 281242 |
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{ "first_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 223, "offset": 37 } } }
{ "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": [ [ 59749.4818157285, 3473.677027645, 56275.8047880834, 34763.846652381, -17162.5212336291, 51926.3678860101 ], [ 59.749482, 3.473677, 56.275805, 34.763847, -17.162521, 51.926368 ], [ 0.229435, 0.013339, 0.216096, 0.114632, -0.072276, 0.160726 ], [ 10, 10, 10, 10, 10, 10 ], [ -64060, -48871, -30685, -64788, -54088, -26039 ], [ 1.242648, 1.020183, 1.759154, 1.141728, 0.902526, 1.750253 ], [ 98, 49, 49, 98, 49, 49 ], [ 67, 32, 35, 67, 32, 35 ], [ 31, 17, 14, 31, 17, 14 ], [ 68.367347, 65.306122, 71.428571, 68.367347, 65.306122, 71.428571 ], [ 0.574957, 0.541972, 0.703661, 0.528262, 0.479467, 0.700101 ], [ 17469, 17469, 11915, 11598, 11598, 10802 ], [ -26521, -26521, -20336, -32985, -32985, -16176 ], [ 251, 375, 126, 251, 375, 126 ], [ 153, 224, 88, 153, 224, 88 ], [ 463, 661, 222, 463, 661, 222 ], [ 24630, 18416, 6214, 24630, 18416, 6214 ], [ 3.927478, 10.448312, 3.927479, 3.927479, 10.448312, 3.927479 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 250311, -539007, 309336, -107247, -578994, 281242 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 223, "offset": 37 } } }
# | 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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