Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79120.5458 | 70857.1539 | 8263.3918 | 60676.122 | 50918.9164 | 9757.2057 |
Total P&L (%) | 79.1205 | 70.8572 | 8.2634 | 60.6761 | 50.9189 | 9.7572 |
Avg Daily Profit (%) | 0.9114 | 0.8162 | 0.0952 | 0.5478 | 0.4752 | 0.1073 |
Buy And Hold Return (%) | 31.6604 | 31.6604 | 31.6604 | 31.6604 | 31.6604 | 31.6604 |
Max Trade Drawdown | -36769 | -35075 | -7072 | -70359 | -66253 | -12066 |
Profit Factor | 1.8103 | 1.8585 | 1.5469 | 1.3897 | 1.387 | 1.4042 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 52.6882 | 39.1304 | 65.9574 | 52.6882 | 39.1304 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.6256 | 2.8911 | 0.7984 | 1.2479 | 2.1575 | 0.7248 |
Largest Winning Trade | 82254 | 82254 | 7061 | 97687 | 97687 | 10316 |
Largest Losing Trade | -9617 | -9617 | -2841 | -16541 | -16541 | -6151 |
Avg Bars in Trades | 259 | 498 | 26 | 259 | 498 | 26 |
Avg Bars in Winners | 379 | 987 | 27 | 379 | 987 | 27 |
Avg Bars in Losers | 126 | 184 | 23 | 126 | 184 | 23 |
Bars Traded | 24167 | 22941 | 1226 | 24167 | 22941 | 1226 |
Profit Streak | 2.4897 | 0 | 6.1113 | 2.4897 | 0 | 6.1113 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350737 | 175985 | -229287 | 28943 | -3900 | -214283 |
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{ "first_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 25, "offset": 22 } } }
{ "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": [ [ 79120.5457515816, 70857.1539358214, 8263.3918157602, 60676.1220233004, 50918.9163690926, 9757.2056542078 ], [ 79.120546, 70.857154, 8.263392, 60.676122, 50.918916, 9.757206 ], [ 0.911422, 0.816233, 0.095189, 0.547769, 0.475233, 0.107304 ], [ 31.660438, 31.660438, 31.660438, 31.660438, 31.660438, 31.660438 ], [ -36769, -35075, -7072, -70359, -66253, -12066 ], [ 1.810302, 1.858537, 1.546851, 1.389655, 1.386986, 1.404209 ], [ 93, 46, 47, 93, 46, 47 ], [ 49, 18, 31, 49, 18, 31 ], [ 44, 28, 16, 44, 28, 16 ], [ 52.688172, 39.130435, 65.957447, 52.688172, 39.130435, 65.957447 ], [ 1.625577, 2.891058, 0.798375, 1.247854, 2.157533, 0.724753 ], [ 82254, 82254, 7061, 97687, 97687, 10316 ], [ -9617, -9617, -2841, -16541, -16541, -6151 ], [ 259, 498, 26, 259, 498, 26 ], [ 379, 987, 27, 379, 987, 27 ], [ 126, 184, 23, 126, 184, 23 ], [ 24167, 22941, 1226, 24167, 22941, 1226 ], [ 2.489724, 0, 6.111252, 2.489724, 0, 6.111252 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350737, 175985, -229287, 28943, -3900, -214283 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 25, "offset": 22 } } }
# | 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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