Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134431.8974 | 24846.9165 | 109584.9809 | 161134.492 | 51489.8693 | 109644.6227 |
Total P&L (%) | 134.4319 | 24.8469 | 109.585 | 161.1345 | 51.4899 | 109.6446 |
Avg Daily Profit (%) | 0.2581 | 0.0477 | 0.2104 | 0.1845 | 0.0798 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64032 | -28027 | -53705 | -102776 | -30307 | -83613 |
Profit Factor | 1.777 | 1.3812 | 2.0163 | 1.631 | 1.669 | 1.6145 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.7222 | 61.1111 | 58.3333 | 59.7222 | 61.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1985 | 0.879 | 1.4402 | 1.0999 | 1.0621 | 1.1532 |
Largest Winning Trade | 33035 | 18681 | 33035 | 33106 | 18217 | 33106 |
Largest Losing Trade | -37541 | -17532 | -37541 | -75936 | -12614 | -75936 |
Avg Bars in Trades | 339 | 65 | 614 | 339 | 65 | 614 |
Avg Bars in Winners | 241 | 56 | 435 | 241 | 56 | 435 |
Avg Bars in Losers | 485 | 79 | 863 | 485 | 79 | 863 |
Bars Traded | 24460 | 2355 | 22105 | 24460 | 2355 | 22105 |
Profit Streak | 31.6735 | 31.6943 | 31.6735 | 31.6735 | 31.6943 | 31.6735 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71433 | -132532 | 413288 | -72344 | -84208 | -172 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 134431.8973988712, 24846.9164756628, 109584.9809232084, 161134.4919779834, 51489.8693221513, 109644.6226558322 ], [ 134.431897, 24.846916, 109.584981, 161.134492, 51.489869, 109.644623 ], [ 0.258111, 0.047706, 0.210405, 0.184465, 0.079779, 0.142229 ], [ 10, 10, 10, 10, 10, 10 ], [ -64032, -28027, -53705, -102776, -30307, -83613 ], [ 1.777022, 1.381215, 2.016266, 1.63095, 1.669021, 1.614528 ], [ 72, 36, 36, 72, 36, 36 ], [ 43, 22, 21, 43, 22, 21 ], [ 29, 14, 15, 29, 14, 15 ], [ 59.722222, 61.111111, 58.333333, 59.722222, 61.111111, 58.333333 ], [ 1.198457, 0.878955, 1.44019, 1.099943, 1.062104, 1.153234 ], [ 33035, 18681, 33035, 33106, 18217, 33106 ], [ -37541, -17532, -37541, -75936, -12614, -75936 ], [ 339, 65, 614, 339, 65, 614 ], [ 241, 56, 435, 241, 56, 435 ], [ 485, 79, 863, 485, 79, 863 ], [ 24460, 2355, 22105, 24460, 2355, 22105 ], [ 31.673504, 31.694337, 31.673504, 31.673504, 31.694337, 31.673504 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71433, -132532, 413288, -72344, -84208, -172 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 2 } } }
# | 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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