Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785531.9342 | 721481.8397 | 64050.0945 | 1336618.3588 | 1040000.2691 | 296618.0897 |
Total P&L (%) | 785.5319 | 721.4818 | 64.0501 | 1336.6184 | 1040.0003 | 296.6181 |
Avg Daily Profit (%) | 0.3143 | 0.2887 | 0.0256 | 0.1067 | 0.0974 | 0.0551 |
Buy And Hold Return (%) | 214.341 | 214.341 | 214.341 | 214.341 | 214.341 | 214.341 |
Max Trade Drawdown | -135997 | -117309 | -49032 | -235780 | -176033 | -110467 |
Profit Factor | 2.7823 | 3.792 | 1.3513 | 2.996 | 3.8266 | 1.9831 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 61.3333 | 62.1622 | 60.5263 | 61.3333 | 62.1622 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.754 | 2.3082 | 0.8813 | 1.8888 | 2.3292 | 1.2933 |
Largest Winning Trade | 475443 | 475443 | 42093 | 597887 | 597887 | 304603 |
Largest Losing Trade | -49836 | -49836 | -33974 | -93944 | -89503 | -93944 |
Avg Bars in Trades | 187 | 329 | 49 | 187 | 329 | 49 |
Avg Bars in Winners | 131 | 207 | 55 | 131 | 207 | 55 |
Avg Bars in Losers | 276 | 529 | 39 | 276 | 529 | 39 |
Bars Traded | 14050 | 12175 | 1875 | 14050 | 12175 | 1875 |
Profit Streak | 134.3755 | 134.3755 | 136.3755 | 134.3755 | 134.3755 | 136.3755 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46375 | 542526 | -323343 | -103106 | -54870 | -160638 |
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "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": [ [ 785531.9342494002, 721481.8397486159, 64050.0945007843, 1336618.3587862758, 1040000.269102498, 296618.0896837778 ], [ 785.531934, 721.48184, 64.050095, 1336.618359, 1040.000269, 296.61809 ], [ 0.314317, 0.288689, 0.025629, 0.106687, 0.097424, 0.055146 ], [ 214.34102, 214.34102, 214.34102, 214.34102, 214.34102, 214.34102 ], [ -135997, -117309, -49032, -235780, -176033, -110467 ], [ 2.782276, 3.792029, 1.35127, 2.996005, 3.826588, 1.983117 ], [ 75, 37, 38, 75, 37, 38 ], [ 46, 23, 23, 46, 23, 23 ], [ 29, 14, 15, 29, 14, 15 ], [ 61.333333, 62.162162, 60.526316, 61.333333, 62.162162, 60.526316 ], [ 1.754044, 2.308191, 0.881263, 1.888785, 2.329227, 1.293337 ], [ 475443, 475443, 42093, 597887, 597887, 304603 ], [ -49836, -49836, -33974, -93944, -89503, -93944 ], [ 187, 329, 49, 187, 329, 49 ], [ 131, 207, 55, 131, 207, 55 ], [ 276, 529, 39, 276, 529, 39 ], [ 14050, 12175, 1875, 14050, 12175, 1875 ], [ 134.375461, 134.375461, 136.375461, 134.375461, 134.375461, 136.375461 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -46375, 542526, -323343, -103106, -54870, -160638 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "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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