Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383978.8567 | 1429713.7318 | -45734.8751 | -57040.0116 | 2870.5917 | -59910.6033 |
Total P&L (%) | 1383.9789 | 1429.7137 | -45.7349 | -57.04 | 2.8706 | -59.9106 |
Avg Daily Profit (%) | 0.7252 | 0.7492 | -0.024 | -0.0443 | 0.0015 | -0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288078 | -227098 | -102551 | -1430326 | -1363497 | -262578 |
Profit Factor | 3.0945 | 4.5315 | 0.8213 | 0.9754 | 1.0019 | 0.9223 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 32.1839 | 32.5581 | 31.8182 | 32.1839 | 32.5581 | 31.8182 |
Ratio Avg Win / Avg Loss | 6.5206 | 9.3867 | 1.7599 | 2.0552 | 2.0753 | 1.9764 |
Largest Winning Trade | 1609247 | 1609247 | 37032 | 1379401 | 1379401 | 261139 |
Largest Losing Trade | -42258 | -42258 | -26521 | -407869 | -407869 | -226859 |
Avg Bars in Trades | 63 | 80 | 47 | 63 | 80 | 47 |
Avg Bars in Winners | 95 | 120 | 70 | 95 | 120 | 70 |
Avg Bars in Losers | 48 | 61 | 36 | 48 | 61 | 36 |
Bars Traded | 5537 | 3467 | 2070 | 5537 | 3467 | 2070 |
Profit Streak | 3.0291 | 0 | 13.3625 | 3.0291 | 0 | 13.3625 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382411 | 484238 | -584408 | -585817 | -580707 | -584408 |
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "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": [ [ 1383978.85666878, 1429713.731750558, -45734.8750817784, -57040.0115811599, 2870.5917040226, -59910.6032851828 ], [ 1383.978857, 1429.713732, -45.734875, -57.040012, 2.870592, -59.910603 ], [ 0.72523, 0.749196, -0.023966, -0.044265, 0.001483, -0.047887 ], [ 10, 10, 10, 10, 10, 10 ], [ -288078, -227098, -102551, -1430326, -1363497, -262578 ], [ 3.094532, 4.531528, 0.821289, 0.975351, 1.001861, 0.922313 ], [ 87, 43, 44, 87, 43, 44 ], [ 28, 14, 14, 28, 14, 14 ], [ 59, 29, 30, 59, 29, 30 ], [ 32.183908, 32.55814, 31.818182, 32.183908, 32.55814, 31.818182 ], [ 6.520621, 9.386737, 1.759905, 2.055203, 2.075283, 1.976386 ], [ 1609247, 1609247, 37032, 1379401, 1379401, 261139 ], [ -42258, -42258, -26521, -407869, -407869, -226859 ], [ 63, 80, 47, 63, 80, 47 ], [ 95, 120, 70, 95, 120, 70 ], [ 48, 61, 36, 48, 61, 36 ], [ 5537, 3467, 2070, 5537, 3467, 2070 ], [ 3.02914, 0, 13.362474, 3.029141, 0, 13.362474 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382411, 484238, -584408, -585817, -580707, -584408 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "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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