Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827609.2562 | 882195.3441 | -54586.0879 | 59822.0759 | 460049.2715 | -400227.1956 |
Total P&L (%) | 827.6093 | 882.1953 | -54.5861 | 59.8221 | 460.0493 | -400.2272 |
Avg Daily Profit (%) | 0.3828 | 0.4081 | -0.0253 | 0.0217 | 0.0797 | 0 |
Buy And Hold Return (%) | 232.9646 | 232.9646 | 232.9646 | 232.9646 | 232.9646 | 232.9646 |
Max Trade Drawdown | -176220 | -171362 | -111493 | -1203420 | -792807 | -670353 |
Profit Factor | 1.89 | 2.4381 | 0.8275 | 1.0164 | 1.1977 | 0.6987 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 58.3815 | 53.4884 | 63.2184 | 58.3815 | 53.4884 | 63.2184 |
Ratio Avg Win / Avg Loss | 1.3473 | 2.1201 | 0.4815 | 0.7245 | 1.0415 | 0.4065 |
Largest Winning Trade | 384204 | 384204 | 21024 | 720546 | 720546 | 174589 |
Largest Losing Trade | -59607 | -59607 | -52967 | -500707 | -353176 | -500707 |
Avg Bars in Trades | 49 | 86 | 11 | 49 | 86 | 11 |
Avg Bars in Winners | 39 | 75 | 9 | 39 | 75 | 9 |
Avg Bars in Losers | 62 | 99 | 15 | 62 | 99 | 15 |
Bars Traded | 8477 | 7480 | 997 | 8477 | 7480 | 997 |
Profit Streak | 15.062 | 0 | 74.812 | 15.062 | 0 | 74.812 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433289 | 438422 | -577457 | -531271 | -96446 | -577457 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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": [ [ 827609.2561920161, 882195.3440895787, -54586.0878975625, 59822.0759035803, 460049.2714975264, -400227.1955939456 ], [ 827.609256, 882.195344, -54.586088, 59.822076, 460.049271, -400.227196 ], [ 0.382842, 0.408093, -0.025251, 0.021693, 0.079729, 0 ], [ 232.964602, 232.964602, 232.964602, 232.964602, 232.964602, 232.964602 ], [ -176220, -171362, -111493, -1203420, -792807, -670353 ], [ 1.889988, 2.438133, 0.827521, 1.016367, 1.197737, 0.698731 ], [ 173, 86, 87, 173, 86, 87 ], [ 101, 46, 55, 101, 46, 55 ], [ 72, 40, 32, 72, 40, 32 ], [ 58.381503, 53.488372, 63.218391, 58.381503, 53.488372, 63.218391 ], [ 1.347318, 2.120115, 0.481467, 0.724539, 1.04151, 0.406535 ], [ 384204, 384204, 21024, 720546, 720546, 174589 ], [ -59607, -59607, -52967, -500707, -353176, -500707 ], [ 49, 86, 11, 49, 86, 11 ], [ 39, 75, 9, 39, 75, 9 ], [ 62, 99, 15, 62, 99, 15 ], [ 8477, 7480, 997, 8477, 7480, 997 ], [ 15.061957, 0, 74.811957, 15.061957, 0, 74.811957 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433289, 438422, -577457, -531271, -96446, -577457 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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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