Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97694.2615 | 34275.0195 | 63419.242 | 104217.469 | 85640.9991 | 18576.47 |
Total P&L (%) | 97.6943 | 34.275 | 63.4192 | 104.2175 | 85.641 | 18.5765 |
Avg Daily Profit (%) | 0.3751 | 0.1316 | 0.2435 | 0.2746 | 0.2378 | 0.0655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55781 | -10541 | -48039 | -174493 | -30376 | -168558 |
Profit Factor | 1.3682 | 1.3911 | 1.357 | 1.1545 | 1.4306 | 1.0391 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 53.202 | 50.9804 | 55.4455 | 53.202 | 50.9804 | 55.4455 |
Ratio Avg Win / Avg Loss | 1.2035 | 1.3376 | 1.0904 | 1.0156 | 1.3755 | 0.835 |
Largest Winning Trade | 19085 | 12554 | 19085 | 37752 | 37752 | 28029 |
Largest Losing Trade | -30881 | -6500 | -30881 | -104017 | -11140 | -104017 |
Avg Bars in Trades | 113 | 34 | 194 | 113 | 34 | 194 |
Avg Bars in Winners | 106 | 28 | 179 | 106 | 28 | 179 |
Avg Bars in Losers | 121 | 40 | 212 | 121 | 40 | 212 |
Bars Traded | 23139 | 3530 | 19609 | 23139 | 3530 | 19609 |
Profit Streak | 8.1763 | 8.1763 | 16.2284 | 8.1763 | 8.1763 | 16.2284 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389876 | -20288 | 307760 | -41056 | 286159 | -292029 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "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": [ [ 97694.2614672316, 34275.0195134626, 63419.2419537689, 104217.4690431606, 85640.9990622782, 18576.4699808827 ], [ 97.694261, 34.27502, 63.419242, 104.217469, 85.640999, 18.57647 ], [ 0.375141, 0.131614, 0.243527, 0.274555, 0.237839, 0.06545 ], [ 10, 10, 10, 10, 10, 10 ], [ -55781, -10541, -48039, -174493, -30376, -168558 ], [ 1.368231, 1.391099, 1.356951, 1.154547, 1.430564, 1.039072 ], [ 203, 102, 101, 203, 102, 101 ], [ 108, 52, 56, 108, 52, 56 ], [ 95, 50, 45, 95, 50, 45 ], [ 53.20197, 50.980392, 55.445545, 53.20197, 50.980392, 55.445545 ], [ 1.203537, 1.337595, 1.090407, 1.015574, 1.375542, 0.834969 ], [ 19085, 12554, 19085, 37752, 37752, 28029 ], [ -30881, -6500, -30881, -104017, -11140, -104017 ], [ 113, 34, 194, 113, 34, 194 ], [ 106, 28, 179, 106, 28, 179 ], [ 121, 40, 212, 121, 40, 212 ], [ 23139, 3530, 19609, 23139, 3530, 19609 ], [ 8.176281, 8.176281, 16.228365, 8.176281, 8.176281, 16.228365 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389876, -20288, 307760, -41056, 286159, -292029 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "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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