Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1138246.9199 | -1414.5676 | -1136832.3523 | -2438816.8174 | -8404735.901 | 5965919.0836 |
Total P&L (%) | -1138.2469 | -1.4146 | -1136.8324 | -2438.8168 | -8404.7359 | 5965.9191 |
Avg Daily Profit (%) | -0.6283 | -0.0008 | -0.6276 | 0 | 0 | 0.2269 |
Buy And Hold Return (%) | 550.6298 | 550.6298 | 550.6298 | 550.6298 | 550.6298 | 550.6298 |
Max Trade Drawdown | -1161671 | -118495 | -1156278 | -23396756 | -14292305 | -12398065 |
Profit Factor | 0.3092 | 0.9945 | 0.1837 | 0.9305 | 0.5614 | 1.3743 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 17 | 18 | 28 | 11 | 17 |
Losing Trades | 28 | 15 | 13 | 35 | 21 | 14 |
Profitability (%) | 55.5556 | 53.125 | 58.0645 | 44.4444 | 34.375 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.2473 | 0.8775 | 0.1327 | 1.1631 | 1.0717 | 1.1318 |
Largest Winning Trade | 44128 | 32014 | 44128 | 9713520 | 2165884 | 9713520 |
Largest Losing Trade | -598023 | -66990 | -598023 | -10659075 | -10659075 | -9890552 |
Avg Bars in Trades | 107 | 102 | 113 | 107 | 102 | 113 |
Avg Bars in Winners | 65 | 37 | 92 | 130 | 118 | 138 |
Avg Bars in Losers | 159 | 175 | 141 | 89 | 93 | 83 |
Bars Traded | 6783 | 3268 | 3515 | 6783 | 3268 | 3515 |
Profit Streak | 91.0832 | 138.5832 | 91.0832 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729697 | -579444 | -579213 | -732549 | -585220 | 338136 |
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{ "first_band": { "type": "kcu", "factors": { "length": 38, "offset": 91, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "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": [ [ -1138246.9199019796, -1414.567586612, -1136832.3523153677, -2438816.817442978, -8404735.901044164, 5965919.083601189 ], [ -1138.24692, -1.414568, -1136.832352, -2438.816817, -8404.735901, 5965.919084 ], [ -0.628345, -0.000781, -0.627564, 0, 0, 0.22688 ], [ 550.629769, 550.629769, 550.629769, 550.629769, 550.629769, 550.629769 ], [ -1161671, -118495, -1156278, -23396756, -14292305, -12398065 ], [ 0.309185, 0.994453, 0.1837, 0.93052, 0.561382, 1.3743 ], [ 63, 32, 31, 63, 32, 31 ], [ 35, 17, 18, 28, 11, 17 ], [ 28, 15, 13, 35, 21, 14 ], [ 55.555556, 53.125, 58.064516, 44.444444, 34.375, 54.83871 ], [ 0.247348, 0.877459, 0.132672, 1.163149, 1.07173, 1.131776 ], [ 44128, 32014, 44128, 9713520, 2165884, 9713520 ], [ -598023, -66990, -598023, -10659075, -10659075, -9890552 ], [ 107, 102, 113, 107, 102, 113 ], [ 65, 37, 92, 130, 118, 138 ], [ 159, 175, 141, 89, 93, 83 ], [ 6783, 3268, 3515, 6783, 3268, 3515 ], [ 91.083187, 138.583187, 91.083187, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -729697, -579444, -579213, -732549, -585220, 338136 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 38, "offset": 91, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "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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