Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1402388.023 | -40440.0082 | -1361948.0148 | -348525.8429 | 3394113.798 | -3742639.6409 |
Total P&L (%) | -1402.388 | -40.44 | -1361.948 | -348.5258 | 3394.1138 | -3742.6396 |
Avg Daily Profit (%) | -0.7854 | -0.0226 | -0.7628 | 0 | 0.1992 | 0 |
Buy And Hold Return (%) | 53.938 | 53.938 | 53.938 | 53.938 | 53.938 | 53.938 |
Max Trade Drawdown | -1553259 | -143822 | -1445735 | -3546384 | -202483 | -3865145 |
Profit Factor | 0.2204 | 0.8549 | 0.1041 | 0.9256 | 6.3684 | 0.0768 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 59 | 29 | 30 | 23 | 14 | 9 |
Losing Trades | 21 | 11 | 10 | 57 | 26 | 31 |
Profitability (%) | 73.75 | 72.5 | 75 | 28.75 | 35 | 22.5 |
Ratio Avg Win / Avg Loss | 0.0784 | 0.3243 | 0.0347 | 2.294 | 11.8271 | 0.2647 |
Largest Winning Trade | 35491 | 35491 | 17903 | 2522470 | 2522470 | 173641 |
Largest Losing Trade | -1444339 | -89407 | -1444339 | -3187176 | -162263 | -3187176 |
Avg Bars in Trades | 39 | 53 | 25 | 39 | 53 | 25 |
Avg Bars in Winners | 11 | 14 | 9 | 96 | 128 | 47 |
Avg Bars in Losers | 118 | 156 | 75 | 16 | 13 | 19 |
Bars Traded | 3169 | 2132 | 1037 | 3169 | 2132 | 1037 |
Profit Streak | 71.5713 | 71.5713 | 248.5713 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599534 | -576355 | -575809 | -615064 | 387153 | -621305 |
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "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": [ [ -1402388.0230183776, -40440.0082231924, -1361948.0147951853, -348525.8428950305, 3394113.7980149523, -3742639.640909982 ], [ -1402.388023, -40.440008, -1361.948015, -348.525843, 3394.113798, -3742.639641 ], [ -0.785432, -0.022649, -0.762782, 0, 0.199227, 0 ], [ 53.937972, 53.937972, 53.937972, 53.937972, 53.937972, 53.937972 ], [ -1553259, -143822, -1445735, -3546384, -202483, -3865145 ], [ 0.220379, 0.854851, 0.104098, 0.92563, 6.368413, 0.07684 ], [ 80, 40, 40, 80, 40, 40 ], [ 59, 29, 30, 23, 14, 9 ], [ 21, 11, 10, 57, 26, 31 ], [ 73.75, 72.5, 75, 28.75, 35, 22.5 ], [ 0.07844, 0.324254, 0.034699, 2.293953, 11.827053, 0.264671 ], [ 35491, 35491, 17903, 2522470, 2522470, 173641 ], [ -1444339, -89407, -1444339, -3187176, -162263, -3187176 ], [ 39, 53, 25, 39, 53, 25 ], [ 11, 14, 9, 96, 128, 47 ], [ 118, 156, 75, 16, 13, 19 ], [ 3169, 2132, 1037, 3169, 2132, 1037 ], [ 71.571268, 71.571268, 248.571268, 0, 0, 0 ], [ 11, 5, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -599534, -576355, -575809, -615064, 387153, -621305 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "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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