Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1901948.2703 | 1965019.0803 | -63070.81 | 95451.6557 | 49059.6539 | 46392.0018 |
Total P&L (%) | 1901.9483 | 1965.0191 | -63.0708 | 95.4517 | 49.0597 | 46.392 |
Avg Daily Profit (%) | 1.0133 | 1.0469 | -0.0336 | 0.0357 | 0.0213 | 0.0203 |
Buy And Hold Return (%) | 473.1474 | 473.1474 | 473.1474 | 473.1474 | 473.1474 | 473.1474 |
Max Trade Drawdown | -251888 | -222796 | -86493 | -6727505 | -6871464 | -1078501 |
Profit Factor | 3.1652 | 4.1935 | 0.7603 | 1.007 | 1.005 | 1.0125 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 32.2034 | 30.6818 | 33.7079 | 32.2034 | 30.6818 | 33.7079 |
Ratio Avg Win / Avg Loss | 6.6635 | 9.4742 | 1.4952 | 2.1201 | 2.2705 | 1.9912 |
Largest Winning Trade | 1368252 | 1368252 | 32095 | 6018881 | 6018881 | 940009 |
Largest Losing Trade | -46325 | -46325 | -29063 | -1169369 | -1169369 | -608007 |
Avg Bars in Trades | 125 | 216 | 35 | 125 | 216 | 35 |
Avg Bars in Winners | 232 | 415 | 68 | 232 | 415 | 68 |
Avg Bars in Losers | 74 | 128 | 18 | 74 | 128 | 18 |
Bars Traded | 22177 | 19062 | 3115 | 22177 | 19062 | 3115 |
Profit Streak | 0 | 63.2854 | 0 | 0 | 63.2854 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403251 | 419030 | -585763 | -528633 | -551014 | -543826 |
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
{ "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": [ [ 1901948.2703230104, 1965019.0802884942, -63070.809965484, 95451.6557019118, 49059.6539216684, 46392.0017802445 ], [ 1901.94827, 1965.01908, -63.07081, 95.451656, 49.059654, 46.392002 ], [ 1.013335, 1.046938, -0.033603, 0.035711, 0.02127, 0.020308 ], [ 473.147366, 473.147366, 473.147366, 473.147366, 473.147366, 473.147366 ], [ -251888, -222796, -86493, -6727505, -6871464, -1078501 ], [ 3.165181, 4.193509, 0.760285, 1.007042, 1.004985, 1.012499 ], [ 177, 88, 89, 177, 88, 89 ], [ 57, 27, 30, 57, 27, 30 ], [ 120, 61, 59, 120, 61, 59 ], [ 32.20339, 30.681818, 33.707865, 32.20339, 30.681818, 33.707865 ], [ 6.663539, 9.474224, 1.495228, 2.120089, 2.270521, 1.991247 ], [ 1368252, 1368252, 32095, 6018881, 6018881, 940009 ], [ -46325, -46325, -29063, -1169369, -1169369, -608007 ], [ 125, 216, 35, 125, 216, 35 ], [ 232, 415, 68, 232, 415, 68 ], [ 74, 128, 18, 74, 128, 18 ], [ 22177, 19062, 3115, 22177, 19062, 3115 ], [ 0, 63.285365, 0, 0, 63.285365, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403251, 419030, -585763, -528633, -551014, -543826 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
# | 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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