Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246755.3851 | 1179010.4699 | 67744.9152 | 1470590.1027 | 493681.9663 | 976908.1364 |
Total P&L (%) | 1246.7554 | 1179.0105 | 67.7449 | 1470.5901 | 493.682 | 976.9081 |
Avg Daily Profit (%) | 0.6752 | 0.6385 | 0.0367 | 0.1493 | 0.0965 | 0.1288 |
Buy And Hold Return (%) | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 |
Max Trade Drawdown | -155795 | -52301 | -142998 | -4723303 | -2034980 | -3041144 |
Profit Factor | 3.3872 | 6.4351 | 1.2219 | 1.145 | 1.1042 | 1.1807 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50.7463 | 44.1176 | 57.5758 | 50.7463 | 44.1176 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.2875 | 8.1512 | 0.9003 | 1.1113 | 1.3987 | 0.87 |
Largest Winning Trade | 924093 | 924093 | 76966 | 1843203 | 782905 | 1843203 |
Largest Losing Trade | -69104 | -30973 | -69104 | -1856905 | -1429254 | -1856905 |
Avg Bars in Trades | 161 | 149 | 173 | 161 | 149 | 173 |
Avg Bars in Winners | 240 | 224 | 253 | 240 | 224 | 253 |
Avg Bars in Losers | 79 | 89 | 64 | 79 | 89 | 64 |
Bars Traded | 10791 | 5072 | 5719 | 10791 | 5072 | 5719 |
Profit Streak | 0 | 0 | 106.0732 | 0 | 0 | 106.0732 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102326 | 648330 | -309811 | -175297 | -174530 | -42131 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1246755.3851001884, 1179010.4699177875, 67744.9151824009, 1470590.1026845442, 493681.9662880596, 976908.1363964858 ], [ 1246.755385, 1179.01047, 67.744915, 1470.590103, 493.681966, 976.908136 ], [ 0.675199, 0.638511, 0.036688, 0.14926, 0.096509, 0.128796 ], [ 123.652304, 123.652304, 123.652304, 123.652304, 123.652304, 123.652304 ], [ -155795, -52301, -142998, -4723303, -2034980, -3041144 ], [ 3.38716, 6.43512, 1.221859, 1.145008, 1.104235, 1.180735 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 15, 19, 34, 15, 19 ], [ 33, 19, 14, 33, 19, 14 ], [ 50.746269, 44.117647, 57.575758, 50.746269, 44.117647, 57.575758 ], [ 3.287538, 8.151152, 0.900317, 1.111332, 1.398698, 0.870015 ], [ 924093, 924093, 76966, 1843203, 782905, 1843203 ], [ -69104, -30973, -69104, -1856905, -1429254, -1856905 ], [ 161, 149, 173, 161, 149, 173 ], [ 240, 224, 253, 240, 224, 253 ], [ 79, 89, 64, 79, 89, 64 ], [ 10791, 5072, 5719, 10791, 5072, 5719 ], [ 0, 0, 106.073233, 0, 0, 106.073233 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102326, 648330, -309811, -175297, -174530, -42131 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
# | 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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