Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139724.1995 | 81441.7935 | 58282.406 | 209464.186 | 138837.7782 | 70626.4077 |
Total P&L (%) | 139.7242 | 81.4418 | 58.2824 | 209.4642 | 138.8378 | 70.6264 |
Avg Daily Profit (%) | 0.5365 | 0.3127 | 0.2238 | 0.4347 | 0.3349 | 0.2054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31651 | -25673 | -31875 | -56247 | -46165 | -94850 |
Profit Factor | 1.7705 | 1.9027 | 1.6396 | 1.5221 | 1.7016 | 1.3474 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 44.3299 | 42.8571 | 45.8333 | 44.3299 | 42.8571 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.2234 | 2.5369 | 1.9377 | 1.9115 | 2.2688 | 1.5923 |
Largest Winning Trade | 45211 | 45211 | 19076 | 57172 | 57172 | 28827 |
Largest Losing Trade | -9400 | -9400 | -8189 | -24589 | -17584 | -24589 |
Avg Bars in Trades | 249 | 238 | 260 | 249 | 238 | 260 |
Avg Bars in Winners | 379 | 352 | 404 | 379 | 352 | 404 |
Avg Bars in Losers | 145 | 152 | 138 | 145 | 152 | 138 |
Bars Traded | 24182 | 11673 | 12509 | 24182 | 11673 | 12509 |
Profit Streak | 18.493 | 21.7534 | 18.493 | 18.493 | 21.7534 | 18.493 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431509 | 345126 | 280190 | 371200 | 337969 | 244316 |
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 203 } }, "second_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 139724.1994736242, 81441.7935155309, 58282.4059580931, 209464.1859887825, 138837.7782408826, 70626.4077479 ], [ 139.724199, 81.441794, 58.282406, 209.464186, 138.837778, 70.626408 ], [ 0.536534, 0.312732, 0.223802, 0.434731, 0.334871, 0.205382 ], [ 10, 10, 10, 10, 10, 10 ], [ -31651, -25673, -31875, -56247, -46165, -94850 ], [ 1.770466, 1.90265, 1.639586, 1.522081, 1.701584, 1.347369 ], [ 97, 49, 48, 97, 49, 48 ], [ 43, 21, 22, 43, 21, 22 ], [ 54, 28, 26, 54, 28, 26 ], [ 44.329897, 42.857143, 45.833333, 44.329897, 42.857143, 45.833333 ], [ 2.223375, 2.536867, 1.937693, 1.911451, 2.268779, 1.592345 ], [ 45211, 45211, 19076, 57172, 57172, 28827 ], [ -9400, -9400, -8189, -24589, -17584, -24589 ], [ 249, 238, 260, 249, 238, 260 ], [ 379, 352, 404, 379, 352, 404 ], [ 145, 152, 138, 145, 152, 138 ], [ 24182, 11673, 12509, 24182, 11673, 12509 ], [ 18.493029, 21.753446, 18.493029, 18.493029, 21.753446, 18.493029 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431509, 345126, 280190, 371200, 337969, 244316 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 203 } }, "second_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
# | 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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