Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118707.3772 | 47952.2839 | 70755.0933 | 157720.5897 | 67078.9715 | 90641.6182 |
Total P&L (%) | 118.7074 | 47.9523 | 70.7551 | 157.7206 | 67.079 | 90.6416 |
Avg Daily Profit (%) | 0.4558 | 0.1841 | 0.2717 | 0.3642 | 0.1973 | 0.2481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26968 | -31256 | -26986 | -46562 | -49178 | -65578 |
Profit Factor | 1.5481 | 1.4001 | 1.7315 | 1.3787 | 1.2973 | 1.475 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 44.4444 | 40.8163 | 48 | 44.4444 | 40.8163 | 48 |
Ratio Avg Win / Avg Loss | 1.9351 | 2.0301 | 1.8758 | 1.7234 | 1.8811 | 1.5979 |
Largest Winning Trade | 23980 | 23980 | 18251 | 37694 | 37694 | 31071 |
Largest Losing Trade | -10528 | -9644 | -10528 | -25594 | -21762 | -25594 |
Avg Bars in Trades | 247 | 267 | 228 | 247 | 267 | 228 |
Avg Bars in Winners | 319 | 350 | 294 | 319 | 350 | 294 |
Avg Bars in Losers | 190 | 210 | 167 | 190 | 210 | 167 |
Bars Traded | 24532 | 13102 | 11430 | 24532 | 13102 | 11430 |
Profit Streak | 0 | 8.2415 | 0 | 0 | 8.2415 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332150 | 128839 | -170712 | 266689 | 157820 | -171932 |
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{ "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": [ [ 118707.3772022373, 47952.2838942887, 70755.0933079486, 157720.5896938752, 67078.9714600421, 90641.6182338329 ], [ 118.707377, 47.952284, 70.755093, 157.72059, 67.078971, 90.641618 ], [ 0.45583, 0.184134, 0.271696, 0.364192, 0.197298, 0.24807 ], [ 10, 10, 10, 10, 10, 10 ], [ -26968, -31256, -26986, -46562, -49178, -65578 ], [ 1.548091, 1.400062, 1.731537, 1.378708, 1.297282, 1.474989 ], [ 99, 49, 50, 99, 49, 50 ], [ 44, 20, 24, 44, 20, 24 ], [ 55, 29, 26, 55, 29, 26 ], [ 44.444444, 40.816327, 48, 44.444444, 40.816327, 48 ], [ 1.935114, 2.03009, 1.875832, 1.723385, 1.881059, 1.597905 ], [ 23980, 23980, 18251, 37694, 37694, 31071 ], [ -10528, -9644, -10528, -25594, -21762, -25594 ], [ 247, 267, 228, 247, 267, 228 ], [ 319, 350, 294, 319, 350, 294 ], [ 190, 210, 167, 190, 210, 167 ], [ 24532, 13102, 11430, 24532, 13102, 11430 ], [ 0, 8.241477, 0, 0, 8.241477, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332150, 128839, -170712, 266689, 157820, -171932 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.7448 } }, "second_band": { "type": "kcb", "factors": { "length": 198, "offset": 0, "scalar": 1 } } }
# | 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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