Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84925.2419 | 36604.3993 | 48320.8426 | 75877.8351 | 23121.2241 | 52756.611 |
Total P&L (%) | 84.9252 | 36.6044 | 48.3208 | 75.8778 | 23.1212 | 52.7566 |
Avg Daily Profit (%) | 0.3261 | 0.1406 | 0.1856 | 0.217 | 0.0799 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44039 | -52228 | -24540 | -47951 | -55073 | -25374 |
Profit Factor | 1.4497 | 1.2947 | 1.7473 | 1.3466 | 1.1565 | 1.7412 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 78.022 | 71.1111 | 84.7826 | 78.022 | 71.1111 | 84.7826 |
Ratio Avg Win / Avg Loss | 0.4084 | 0.526 | 0.3136 | 0.3793 | 0.4698 | 0.3125 |
Largest Winning Trade | 18351 | 18351 | 5787 | 24588 | 24588 | 7767 |
Largest Losing Trade | -36717 | -36717 | -21759 | -38969 | -38969 | -25374 |
Avg Bars in Trades | 263 | 390 | 139 | 263 | 390 | 139 |
Avg Bars in Winners | 128 | 161 | 101 | 128 | 161 | 101 |
Avg Bars in Losers | 743 | 955 | 349 | 743 | 955 | 349 |
Bars Traded | 23981 | 17582 | 6399 | 23981 | 17582 | 6399 |
Profit Streak | 7.3446 | 7.3446 | 58.4384 | 7.3446 | 7.3446 | 58.4384 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444727 | -7445 | 403149 | 388498 | -139022 | 407722 |
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{ "first_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 182, "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": [ [ 84925.2419093479, 36604.3992993999, 48320.8426099479, 75877.8350725369, 23121.2240613935, 52756.6110111434 ], [ 84.925242, 36.604399, 48.320843, 75.877835, 23.121224, 52.756611 ], [ 0.326109, 0.140559, 0.18555, 0.217046, 0.079903, 0.162822 ], [ 10, 10, 10, 10, 10, 10 ], [ -44039, -52228, -24540, -47951, -55073, -25374 ], [ 1.449682, 1.294725, 1.747337, 1.346628, 1.15651, 1.741246 ], [ 91, 45, 46, 91, 45, 46 ], [ 71, 32, 39, 71, 32, 39 ], [ 20, 13, 7, 20, 13, 7 ], [ 78.021978, 71.111111, 84.782609, 78.021978, 71.111111, 84.782609 ], [ 0.408361, 0.525982, 0.313625, 0.379332, 0.469832, 0.312531 ], [ 18351, 18351, 5787, 24588, 24588, 7767 ], [ -36717, -36717, -21759, -38969, -38969, -25374 ], [ 263, 390, 139, 263, 390, 139 ], [ 128, 161, 101, 128, 161, 101 ], [ 743, 955, 349, 743, 955, 349 ], [ 23981, 17582, 6399, 23981, 17582, 6399 ], [ 7.34462, 7.34462, 58.43837, 7.34462, 7.34462, 58.43837 ], [ 3, 1, 8, 3, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444727, -7445, 403149, 388498, -139022, 407722 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 182, "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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