Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109495.8422 | 976797.0036 | 132698.8386 | 13042376.2899 | 13817763.7678 | -775387.4779 |
Total P&L (%) | 1109.4958 | 976.797 | 132.6988 | 13042.3763 | 13817.7638 | -775.3875 |
Avg Daily Profit (%) | 0.601 | 0.5291 | 0.0719 | 0.2646 | 0.2677 | 0 |
Buy And Hold Return (%) | 433.5978 | 433.5978 | 433.5978 | 433.5978 | 433.5978 | 433.5978 |
Max Trade Drawdown | -77387 | -71446 | -94451 | -20735320 | -18306021 | -12776788 |
Profit Factor | 2.1113 | 2.9343 | 1.269 | 1.1215 | 1.2529 | 0.9853 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 138 | 65 | 73 | 138 | 65 | 73 |
Losing Trades | 197 | 103 | 94 | 197 | 103 | 94 |
Profitability (%) | 41.194 | 38.6905 | 43.7126 | 41.194 | 38.6905 | 43.7126 |
Ratio Avg Win / Avg Loss | 3.014 | 4.6498 | 1.634 | 1.6009 | 1.9854 | 1.2687 |
Largest Winning Trade | 257387 | 257387 | 51841 | 11879628 | 11879628 | 5370514 |
Largest Losing Trade | -39151 | -24707 | -39151 | -5300511 | -5250352 | -5300511 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 10935 | 5231 | 5704 | 10935 | 5231 | 5704 |
Profit Streak | 0 | 0 | 9.1429 | 0 | 0 | 9.1429 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370934 | 258351 | -263199 | -78897 | 196204 | -580569 |
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{ "first_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "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": [ [ 1109495.8422385168, 976797.0036289925, 132698.8386095236, 13042376.289926417, 13817763.767804805, -775387.4778783949 ], [ 1109.495842, 976.797004, 132.698839, 13042.37629, 13817.763768, -775.387478 ], [ 0.600972, 0.529094, 0.071878, 0.264595, 0.267709, 0 ], [ 433.597818, 433.597818, 433.597818, 433.597818, 433.597818, 433.597818 ], [ -77387, -71446, -94451, -20735320, -18306021, -12776788 ], [ 2.111323, 2.934326, 1.268961, 1.121456, 1.252934, 0.985302 ], [ 335, 168, 167, 335, 168, 167 ], [ 138, 65, 73, 138, 65, 73 ], [ 197, 103, 94, 197, 103, 94 ], [ 41.19403, 38.690476, 43.712575, 41.19403, 38.690476, 43.712575 ], [ 3.01399, 4.649778, 1.634005, 1.600919, 1.985418, 1.268745 ], [ 257387, 257387, 51841, 11879628, 11879628, 5370514 ], [ -39151, -24707, -39151, -5300511, -5250352, -5300511 ], [ 32, 31, 34, 32, 31, 34 ], [ 55, 54, 56, 55, 54, 56 ], [ 16, 16, 17, 16, 16, 17 ], [ 10935, 5231, 5704, 10935, 5231, 5704 ], [ 0, 0, 9.142914, 0, 0, 9.142914 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370934, 258351, -263199, -78897, 196204, -580569 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "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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