Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39002.2337 | 14514.523 | 24487.7107 | 42265.143 | 12813.5151 | 29451.6279 |
Total P&L (%) | 39.0022 | 14.5145 | 24.4877 | 42.2651 | 12.8135 | 29.4516 |
Avg Daily Profit (%) | 0.7489 | 0.2787 | 0.4702 | 0.6792 | 0.2318 | 0.4969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13554 | -15927 | -8339 | -16871 | -23063 | -11775 |
Profit Factor | 1.4275 | 1.2464 | 1.7575 | 1.3447 | 1.1598 | 1.6941 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 63.7097 | 64.5161 | 62.9032 | 63.7097 | 64.5161 | 62.9032 |
Ratio Avg Win / Avg Loss | 0.8131 | 0.6855 | 1.0365 | 0.7659 | 0.6379 | 0.9991 |
Largest Winning Trade | 7549 | 7549 | 7046 | 7264 | 7264 | 7254 |
Largest Losing Trade | -9475 | -9475 | -4540 | -13443 | -13443 | -6095 |
Avg Bars in Trades | 193 | 254 | 132 | 193 | 254 | 132 |
Avg Bars in Winners | 126 | 166 | 86 | 126 | 166 | 86 |
Avg Bars in Losers | 309 | 414 | 210 | 309 | 414 | 210 |
Bars Traded | 23981 | 15760 | 8221 | 23981 | 15760 | 8221 |
Profit Streak | 11.1096 | 12.0762 | 11.1096 | 11.1096 | 12.0762 | 11.1096 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372231 | -172212 | -145393 | 343009 | -270061 | -146494 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 95, "offset": 128 } } }
{ "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": [ [ 39002.2336653766, 14514.5229520872, 24487.7107132893, 42265.1430349652, 12813.5150878001, 29451.6279471652 ], [ 39.002234, 14.514523, 24.487711, 42.265143, 12.813515, 29.451628 ], [ 0.748891, 0.278697, 0.470194, 0.679182, 0.23177, 0.496885 ], [ 10, 10, 10, 10, 10, 10 ], [ -13554, -15927, -8339, -16871, -23063, -11775 ], [ 1.427453, 1.246351, 1.757544, 1.344663, 1.159778, 1.694092 ], [ 124, 62, 62, 124, 62, 62 ], [ 79, 40, 39, 79, 40, 39 ], [ 45, 22, 23, 45, 22, 23 ], [ 63.709677, 64.516129, 62.903226, 63.709677, 64.516129, 62.903226 ], [ 0.813106, 0.685493, 1.0365, 0.765947, 0.637878, 0.99908 ], [ 7549, 7549, 7046, 7264, 7264, 7254 ], [ -9475, -9475, -4540, -13443, -13443, -6095 ], [ 193, 254, 132, 193, 254, 132 ], [ 126, 166, 86, 126, 166, 86 ], [ 309, 414, 210, 309, 414, 210 ], [ 23981, 15760, 8221, 23981, 15760, 8221 ], [ 11.109581, 12.076248, 11.109581, 11.109581, 12.076248, 11.109581 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372231, -172212, -145393, 343009, -270061, -146494 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 95, "offset": 128 } } }
# | 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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