Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -234584.9838 | 185982.726 | -420567.7097 | 95199127.4652 | 39956704.3296 | 55242423.1355 |
Total P&L (%) | -234.585 | 185.9827 | -420.5677 | 95199.1275 | 39956.7043 | 55242.4231 |
Avg Daily Profit (%) | -0.0968 | 0.0767 | -0.1735 | 0.2834 | 0.2476 | 0.2609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -826941 | -41326 | -828474 | -30090808 | -6651942 | -28806513 |
Profit Factor | 0.7693 | 3.3563 | 0.5517 | 2.7744 | 4.8159 | 2.2793 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 43 | 21 | 22 | 43 | 20 | 23 |
Losing Trades | 16 | 9 | 7 | 16 | 10 | 6 |
Profitability (%) | 72.8814 | 70 | 75.8621 | 72.8814 | 66.6667 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.2863 | 1.4384 | 0.1755 | 1.0323 | 2.4079 | 0.5946 |
Largest Winning Trade | 50406 | 24892 | 50406 | 21480188 | 8314981 | 21480188 |
Largest Losing Trade | -480258 | -41269 | -480258 | -28806513 | -6651942 | -28806513 |
Avg Bars in Trades | 146 | 42 | 255 | 146 | 42 | 255 |
Avg Bars in Winners | 94 | 32 | 153 | 117 | 33 | 191 |
Avg Bars in Losers | 288 | 66 | 573 | 225 | 60 | 500 |
Bars Traded | 8672 | 1272 | 7400 | 8672 | 1272 | 7400 |
Profit Streak | 233.6071 | 233.6071 | 246.1071 | 233.6071 | 233.6071 | 246.1071 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756338 | -82053 | -576890 | -162626 | 677079 | 520359 |
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -234584.9837695005, 185982.7259611482, -420567.7097306486, 95199127.46515577, 39956704.32962596, 55242423.135529816 ], [ -234.584984, 185.982726, -420.56771, 95199.127465, 39956.70433, 55242.423136 ], [ -0.096786, 0.076733, -0.173519, 0.283417, 0.247563, 0.260933 ], [ 10, 10, 10, 10, 10, 10 ], [ -826941, -41326, -828474, -30090808, -6651942, -28806513 ], [ 0.769328, 3.356296, 0.55165, 2.774392, 4.815862, 2.279338 ], [ 59, 30, 29, 59, 30, 29 ], [ 43, 21, 22, 43, 20, 23 ], [ 16, 9, 7, 16, 10, 6 ], [ 72.881356, 70, 75.862069, 72.881356, 66.666667, 79.310345 ], [ 0.286262, 1.438412, 0.175525, 1.032332, 2.407931, 0.59461 ], [ 50406, 24892, 50406, 21480188, 8314981, 21480188 ], [ -480258, -41269, -480258, -28806513, -6651942, -28806513 ], [ 146, 42, 255, 146, 42, 255 ], [ 94, 32, 153, 117, 33, 191 ], [ 288, 66, 573, 225, 60, 500 ], [ 8672, 1272, 7400, 8672, 1272, 7400 ], [ 233.607106, 233.607106, 246.107106, 233.607106, 233.607106, 246.107106 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -756338, -82053, -576890, -162626, 677079, 520359 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 89, "offset": 0, "scalar": 2 } } }
# | 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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