Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980912.8059 | 960625.2517 | 20287.5542 | 719598.2527 | 330781.1282 | 388817.1245 |
Total P&L (%) | 980.9128 | 960.6253 | 20.2876 | 719.5983 | 330.7811 | 388.8171 |
Avg Daily Profit (%) | 0.4708 | 0.4611 | 0.0097 | 0.101 | 0.0701 | 0.0762 |
Buy And Hold Return (%) | 116.7683 | 116.7683 | 116.7683 | 116.7683 | 116.7683 | 116.7683 |
Max Trade Drawdown | -127387 | -137921 | -19297 | -7963896 | -7918308 | -782302 |
Profit Factor | 3.1931 | 3.4498 | 1.3679 | 1.0496 | 1.0255 | 1.2521 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 49.3671 | 38.4615 | 60 | 49.3671 | 38.4615 | 60 |
Ratio Avg Win / Avg Loss | 3.275 | 5.5196 | 0.912 | 1.0765 | 1.6408 | 0.8347 |
Largest Winning Trade | 498318 | 498318 | 12672 | 5074360 | 5074360 | 416854 |
Largest Losing Trade | -65301 | -65301 | -11096 | -3639258 | -3639258 | -782302 |
Avg Bars in Trades | 307 | 610 | 10 | 307 | 610 | 10 |
Avg Bars in Winners | 356 | 909 | 10 | 356 | 909 | 10 |
Avg Bars in Losers | 259 | 424 | 11 | 259 | 424 | 11 |
Bars Traded | 24260 | 23822 | 438 | 24260 | 23822 | 438 |
Profit Streak | 2.466 | 0 | 63.7993 | 2.466 | 0 | 63.7993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16715 | 446429 | -344606 | -257424 | -298407 | -93743 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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": [ [ 980912.8058749451, 960625.2516934581, 20287.5541814861, 719598.2527226816, 330781.1281880743, 388817.1245346082 ], [ 980.912806, 960.625252, 20.287554, 719.598253, 330.781128, 388.817125 ], [ 0.470839, 0.461101, 0.009738, 0.101026, 0.070125, 0.076196 ], [ 116.768293, 116.768293, 116.768293, 116.768293, 116.768293, 116.768293 ], [ -127387, -137921, -19297, -7963896, -7918308, -782302 ], [ 3.193124, 3.449761, 1.367948, 1.049564, 1.025492, 1.252073 ], [ 79, 39, 40, 79, 39, 40 ], [ 39, 15, 24, 39, 15, 24 ], [ 40, 24, 16, 40, 24, 16 ], [ 49.367089, 38.461538, 60, 49.367089, 38.461538, 60 ], [ 3.274999, 5.519617, 0.911965, 1.076476, 1.640787, 0.834715 ], [ 498318, 498318, 12672, 5074360, 5074360, 416854 ], [ -65301, -65301, -11096, -3639258, -3639258, -782302 ], [ 307, 610, 10, 307, 610, 10 ], [ 356, 909, 10, 356, 909, 10 ], [ 259, 424, 11, 259, 424, 11 ], [ 24260, 23822, 438, 24260, 23822, 438 ], [ 2.465977, 0, 63.799311, 2.465977, 0, 63.799311 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16715, 446429, -344606, -257424, -298407, -93743 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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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