Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501216.4481 | 1624301.5516 | -123085.1035 | -45460.2954 | 432003.7538 | -477464.0492 |
Total P&L (%) | 1501.2164 | 1624.3016 | -123.0851 | -45.4603 | 432.0038 | -477.464 |
Avg Daily Profit (%) | 0.7206 | 0.7797 | -0.0591 | -0.0291 | 0.0803 | 0 |
Buy And Hold Return (%) | 609.9567 | 609.9567 | 609.9567 | 609.9567 | 609.9567 | 609.9567 |
Max Trade Drawdown | -264353 | -213036 | -118897 | -1799226 | -1368287 | -475729 |
Profit Factor | 2.6985 | 3.4325 | 0.4303 | 0.986 | 1.1698 | 0.3175 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 32.5714 | 31.0345 | 34.0909 | 32.5714 | 31.0345 | 34.0909 |
Ratio Avg Win / Avg Loss | 5.5865 | 7.6277 | 0.832 | 2.0412 | 2.5995 | 0.6138 |
Largest Winning Trade | 968163 | 968163 | 9944 | 1606351 | 1606351 | 60614 |
Largest Losing Trade | -56009 | -56009 | -34860 | -325741 | -325741 | -119648 |
Avg Bars in Trades | 138 | 273 | 5 | 138 | 273 | 5 |
Avg Bars in Winners | 254 | 528 | 7 | 254 | 528 | 7 |
Avg Bars in Losers | 83 | 158 | 5 | 83 | 158 | 5 |
Bars Traded | 24307 | 23798 | 510 | 24307 | 23798 | 510 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286559 | 304167 | -587005 | -583861 | -291920 | -587005 |
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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": [ [ 1501216.448127591, 1624301.5516438396, -123085.1035162485, -45460.2954180583, 432003.7538065428, -477464.0492246017 ], [ 1501.216448, 1624.301552, -123.085104, -45.460295, 432.003754, -477.464049 ], [ 0.720585, 0.779666, -0.059081, -0.029095, 0.080263, 0 ], [ 609.95671, 609.95671, 609.95671, 609.95671, 609.95671, 609.95671 ], [ -264353, -213036, -118897, -1799226, -1368287, -475729 ], [ 2.698549, 3.432463, 0.430327, 0.985987, 1.169781, 0.317495 ], [ 175, 87, 88, 175, 87, 88 ], [ 57, 27, 30, 57, 27, 30 ], [ 118, 60, 58, 118, 60, 58 ], [ 32.571429, 31.034483, 34.090909, 32.571429, 31.034483, 34.090909 ], [ 5.586471, 7.627695, 0.831965, 2.041165, 2.599514, 0.613823 ], [ 968163, 968163, 9944, 1606351, 1606351, 60614 ], [ -56009, -56009, -34860, -325741, -325741, -119648 ], [ 138, 273, 5, 138, 273, 5 ], [ 254, 528, 7, 254, 528, 7 ], [ 83, 158, 5, 83, 158, 5 ], [ 24307, 23798, 510, 24307, 23798, 510 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286559, 304167, -587005, -583861, -291920, -587005 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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