Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494709.7949 | 538104.8153 | -43395.0204 | -82003.6016 | -25445.586 | -56558.0156 |
Total P&L (%) | 494.7098 | 538.1048 | -43.395 | -82.0036 | -25.4456 | -56.558 |
Avg Daily Profit (%) | 0.3104 | 0.3376 | -0.0272 | -0.1075 | -0.0184 | -0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201690 | -165938 | -52577 | -288456 | -240733 | -68859 |
Profit Factor | 1.9263 | 2.2867 | 0.6256 | 0.8506 | 0.9434 | 0.429 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 38.7097 | 50 | 44.4444 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 2.4078 | 3.6207 | 0.6256 | 1.0632 | 1.4937 | 0.429 |
Largest Winning Trade | 583276 | 583276 | 10549 | 219884 | 219884 | 10159 |
Largest Losing Trade | -54383 | -54383 | -32033 | -139631 | -139631 | -39314 |
Avg Bars in Trades | 277 | 542 | 20 | 277 | 542 | 20 |
Avg Bars in Winners | 285 | 636 | 22 | 285 | 636 | 22 |
Avg Bars in Losers | 271 | 483 | 18 | 271 | 483 | 18 |
Bars Traded | 17487 | 16825 | 662 | 17487 | 16825 | 662 |
Profit Streak | 93.4889 | 0 | 166.5723 | 93.4889 | 0 | 166.5723 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140656 | 328917 | -579952 | -731990 | -583541 | -579952 |
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{ "first_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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": [ [ 494709.7949078301, 538104.815272905, -43395.020365075, -82003.601580493, -25445.5860252649, -56558.0155552281 ], [ 494.709795, 538.104815, -43.39502, -82.003602, -25.445586, -56.558016 ], [ 0.310357, 0.337581, -0.027224, -0.107533, -0.01842, -0.052291 ], [ 10, 10, 10, 10, 10, 10 ], [ -201690, -165938, -52577, -288456, -240733, -68859 ], [ 1.92626, 2.286743, 0.62559, 0.850568, 0.943419, 0.429004 ], [ 63, 31, 32, 63, 31, 32 ], [ 28, 12, 16, 28, 12, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 44.444444, 38.709677, 50, 44.444444, 38.709677, 50 ], [ 2.407825, 3.620676, 0.62559, 1.06321, 1.493746, 0.429004 ], [ 583276, 583276, 10549, 219884, 219884, 10159 ], [ -54383, -54383, -32033, -139631, -139631, -39314 ], [ 277, 542, 20, 277, 542, 20 ], [ 285, 636, 22, 285, 636, 22 ], [ 271, 483, 18, 271, 483, 18 ], [ 17487, 16825, 662, 17487, 16825, 662 ], [ 93.48892, 0, 166.572254, 93.48892, 0, 166.572254 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140656, 328917, -579952, -731990, -583541, -579952 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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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