Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172799.7538 | 1137801.1081 | 34998.6457 | 1885810.2191 | 2437879.0893 | -552068.8702 |
Total P&L (%) | 1172.7998 | 1137.8011 | 34.9986 | 1885.8102 | 2437.8791 | -552.0689 |
Avg Daily Profit (%) | 0.6444 | 0.6252 | 0.0192 | 0.1643 | 0.1778 | 0 |
Buy And Hold Return (%) | 589.4088 | 589.4088 | 589.4088 | 589.4088 | 589.4088 | 589.4088 |
Max Trade Drawdown | -132032 | -89897 | -85866 | -1950333 | -1038041 | -1489164 |
Profit Factor | 3.0813 | 5.1467 | 1.1211 | 1.2319 | 1.6479 | 0.8737 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 42.3913 | 39.1304 | 45.6522 | 42.3913 | 39.1304 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.1875 | 8.0059 | 1.3346 | 1.6741 | 2.5633 | 1.0401 |
Largest Winning Trade | 645454 | 645454 | 71548 | 1575630 | 1575630 | 910938 |
Largest Losing Trade | -32518 | -24901 | -32518 | -702398 | -538548 | -702398 |
Avg Bars in Trades | 57 | 51 | 64 | 57 | 51 | 64 |
Avg Bars in Winners | 95 | 81 | 107 | 95 | 81 | 107 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 5321 | 2377 | 2944 | 5321 | 2377 | 2944 |
Profit Streak | 0 | 108.2274 | 0 | 0 | 108.2274 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289891 | 324928 | -421918 | 103114 | 204202 | -580728 |
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{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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": [ [ 1172799.7537730485, 1137801.1080827657, 34998.6456902827, 1885810.2191043284, 2437879.0892687617, -552068.870164434 ], [ 1172.799754, 1137.801108, 34.998646, 1885.810219, 2437.879089, -552.06887 ], [ 0.644395, 0.625165, 0.01923, 0.164344, 0.177846, 0 ], [ 589.408782, 589.408782, 589.408782, 589.408782, 589.408782, 589.408782 ], [ -132032, -89897, -85866, -1950333, -1038041, -1489164 ], [ 3.081343, 5.146657, 1.121064, 1.23187, 1.647855, 0.873669 ], [ 92, 46, 46, 92, 46, 46 ], [ 39, 18, 21, 39, 18, 21 ], [ 53, 28, 25, 53, 28, 25 ], [ 42.391304, 39.130435, 45.652174, 42.391304, 39.130435, 45.652174 ], [ 4.187467, 8.005911, 1.3346, 1.67408, 2.563329, 1.040082 ], [ 645454, 645454, 71548, 1575630, 1575630, 910938 ], [ -32518, -24901, -32518, -702398, -538548, -702398 ], [ 57, 51, 64, 57, 51, 64 ], [ 95, 81, 107, 95, 81, 107 ], [ 30, 32, 27, 30, 32, 27 ], [ 5321, 2377, 2944, 5321, 2377, 2944 ], [ 0, 108.227389, 0, 0, 108.227389, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 289891, 324928, -421918, 103114, 204202, -580728 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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