Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99251.1483 | 47549.2356 | 51701.9127 | 90653.6682 | 52410.7965 | 38242.8717 |
Total P&L (%) | 99.2511 | 47.5492 | 51.7019 | 90.6537 | 52.4108 | 38.2429 |
Avg Daily Profit (%) | 0.3811 | 0.1826 | 0.1985 | 0.2481 | 0.162 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59283 | -31236 | -43835 | -87980 | -39407 | -86696 |
Profit Factor | 1.2707 | 1.3453 | 1.2258 | 1.1468 | 1.2276 | 1.0988 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 52.0161 | 51.6129 | 52.4194 | 52.0161 | 51.6129 | 52.4194 |
Ratio Avg Win / Avg Loss | 1.1722 | 1.2612 | 1.1126 | 1.0579 | 1.1509 | 0.9974 |
Largest Winning Trade | 29831 | 13989 | 29831 | 42467 | 16872 | 42467 |
Largest Losing Trade | -26779 | -7173 | -26779 | -48727 | -13532 | -48727 |
Avg Bars in Trades | 99 | 42 | 156 | 99 | 42 | 156 |
Avg Bars in Winners | 120 | 44 | 195 | 120 | 44 | 195 |
Avg Bars in Losers | 76 | 40 | 114 | 76 | 40 | 114 |
Bars Traded | 24741 | 5302 | 19439 | 24741 | 5302 | 19439 |
Profit Streak | 0 | 0 | 11.5867 | 0 | 0 | 11.5867 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332537 | 175334 | 227540 | -50815 | 156725 | -142509 |
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 99251.1483057094, 47549.2356349504, 51701.9126707592, 90653.6681884651, 52410.7965189171, 38242.871669548 ], [ 99.251148, 47.549236, 51.701913, 90.653668, 52.410797, 38.242872 ], [ 0.38112, 0.182587, 0.198533, 0.248095, 0.16195, 0.124431 ], [ 10, 10, 10, 10, 10, 10 ], [ -59283, -31236, -43835, -87980, -39407, -86696 ], [ 1.270664, 1.345299, 1.225782, 1.146833, 1.227631, 1.098781 ], [ 248, 124, 124, 248, 124, 124 ], [ 129, 64, 65, 129, 64, 65 ], [ 119, 60, 59, 119, 60, 59 ], [ 52.016129, 51.612903, 52.419355, 52.016129, 51.612903, 52.419355 ], [ 1.172163, 1.261217, 1.112633, 1.057931, 1.150904, 0.997355 ], [ 29831, 13989, 29831, 42467, 16872, 42467 ], [ -26779, -7173, -26779, -48727, -13532, -48727 ], [ 99, 42, 156, 99, 42, 156 ], [ 120, 44, 195, 120, 44, 195 ], [ 76, 40, 114, 76, 40, 114 ], [ 24741, 5302, 19439, 24741, 5302, 19439 ], [ 0, 0, 11.586697, 0, 0, 11.586697 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332537, 175334, 227540, -50815, 156725, -142509 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
# | 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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