Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57231.6419 | 23018.8956 | 34212.7462 | 70755.4337 | 22652.3532 | 48103.0805 |
Total P&L (%) | 57.2316 | 23.0189 | 34.2127 | 70.7554 | 22.6524 | 48.1031 |
Avg Daily Profit (%) | 1.0989 | 0.442 | 0.6569 | 1.0327 | 0.3928 | 0.757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12389 | -17328 | -4690 | -16238 | -28529 | -8154 |
Profit Factor | 1.9383 | 1.4772 | 3.6808 | 1.7275 | 1.2916 | 3.4588 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 65.1163 | 58.1395 | 72.093 | 65.1163 | 58.1395 | 72.093 |
Ratio Avg Win / Avg Loss | 1.0384 | 1.0636 | 1.4248 | 0.9255 | 0.9299 | 1.3389 |
Largest Winning Trade | 8378 | 7241 | 8378 | 10217 | 10217 | 9902 |
Largest Losing Trade | -8869 | -8869 | -3480 | -14539 | -14539 | -4632 |
Avg Bars in Trades | 273 | 417 | 130 | 273 | 417 | 130 |
Avg Bars in Winners | 152 | 221 | 95 | 152 | 221 | 95 |
Avg Bars in Losers | 501 | 690 | 218 | 501 | 690 | 218 |
Bars Traded | 23562 | 17966 | 5596 | 23562 | 17966 | 5596 |
Profit Streak | 7.2245 | 0 | 7.2266 | 7.2245 | 0 | 7.2266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569495 | 181045 | 587649 | 523429 | 56279 | 655236 |
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{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 137, "offset": 103 } } }
{ "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": [ [ 57231.641857845, 23018.895636728, 34212.7462211169, 70755.4337334591, 22652.3532428749, 48103.0804905841 ], [ 57.231642, 23.018896, 34.212746, 70.755434, 22.652353, 48.10308 ], [ 1.098918, 0.441991, 0.656927, 1.032681, 0.392827, 0.756956 ], [ 10, 10, 10, 10, 10, 10 ], [ -12389, -17328, -4690, -16238, -28529, -8154 ], [ 1.93826, 1.477217, 3.680839, 1.727535, 1.291575, 3.458751 ], [ 86, 43, 43, 86, 43, 43 ], [ 56, 25, 31, 56, 25, 31 ], [ 30, 18, 12, 30, 18, 12 ], [ 65.116279, 58.139535, 72.093023, 65.116279, 58.139535, 72.093023 ], [ 1.038354, 1.063597, 1.424841, 0.925465, 0.929934, 1.338871 ], [ 8378, 7241, 8378, 10217, 10217, 9902 ], [ -8869, -8869, -3480, -14539, -14539, -4632 ], [ 273, 417, 130, 273, 417, 130 ], [ 152, 221, 95, 152, 221, 95 ], [ 501, 690, 218, 501, 690, 218 ], [ 23562, 17966, 5596, 23562, 17966, 5596 ], [ 7.224487, 0, 7.226571, 7.224488, 0, 7.226571 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569495, 181045, 587649, 523429, 56279, 655236 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 137, "offset": 103 } } }
# | 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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