Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878667.0476 | 882343.0019 | -3675.9543 | 416521.795 | 450756.4325 | -34234.6375 |
Total P&L (%) | 878.667 | 882.343 | -3.676 | 416.5218 | 450.7564 | -34.2346 |
Avg Daily Profit (%) | 0.4218 | 0.4235 | -0.0018 | 0.0788 | 0.0819 | -0.0201 |
Buy And Hold Return (%) | 526.6559 | 526.6559 | 526.6559 | 526.6559 | 526.6559 | 526.6559 |
Max Trade Drawdown | -140140 | -140210 | -20857 | -625506 | -639369 | -119839 |
Profit Factor | 3.4611 | 4.1024 | 0.9494 | 1.293 | 1.3908 | 0.8722 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 57.4713 | 48.8372 | 65.9091 | 57.4713 | 48.8372 | 65.9091 |
Ratio Avg Win / Avg Loss | 2.5612 | 4.2977 | 0.4911 | 0.9568 | 1.457 | 0.4512 |
Largest Winning Trade | 569330 | 569330 | 14465 | 621220 | 621220 | 96301 |
Largest Losing Trade | -51279 | -51279 | -11352 | -342769 | -342769 | -72726 |
Avg Bars in Trades | 281 | 559 | 10 | 281 | 559 | 10 |
Avg Bars in Winners | 214 | 499 | 7 | 214 | 499 | 7 |
Avg Bars in Losers | 373 | 617 | 15 | 373 | 617 | 15 |
Bars Traded | 24533 | 24071 | 462 | 24533 | 24071 | 462 |
Profit Streak | 17.7255 | 0 | 18.0589 | 17.7255 | 0 | 18.0589 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331939 | 274699 | -577815 | -253315 | -249109 | -577815 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 184, "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": [ [ 878667.047622747, 882343.001936829, -3675.954314082, 416521.7950105538, 450756.4324804188, -34234.6374698648 ], [ 878.667048, 882.343002, -3.675954, 416.521795, 450.756432, -34.234637 ], [ 0.421761, 0.423525, -0.001764, 0.078845, 0.081928, -0.020114 ], [ 526.655897, 526.655897, 526.655897, 526.655897, 526.655897, 526.655897 ], [ -140140, -140210, -20857, -625506, -639369, -119839 ], [ 3.46106, 4.102376, 0.94938, 1.293018, 1.390756, 0.872228 ], [ 87, 43, 44, 87, 43, 44 ], [ 50, 21, 29, 50, 21, 29 ], [ 37, 22, 15, 37, 22, 15 ], [ 57.471264, 48.837209, 65.909091, 57.471264, 48.837209, 65.909091 ], [ 2.561185, 4.297727, 0.491059, 0.956834, 1.456982, 0.451153 ], [ 569330, 569330, 14465, 621220, 621220, 96301 ], [ -51279, -51279, -11352, -342769, -342769, -72726 ], [ 281, 559, 10, 281, 559, 10 ], [ 214, 499, 7, 214, 499, 7 ], [ 373, 617, 15, 373, 617, 15 ], [ 24533, 24071, 462, 24533, 24071, 462 ], [ 17.72553, 0, 18.058863, 17.72553, 0, 18.058863 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331939, 274699, -577815, -253315, -249109, -577815 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 184, "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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