Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115112.4631 | 55050.226 | 60062.2371 | 150142.9841 | 81538.9565 | 68604.0276 |
Total P&L (%) | 115.1125 | 55.0502 | 60.0622 | 150.143 | 81.539 | 68.604 |
Avg Daily Profit (%) | 0.442 | 0.2114 | 0.2306 | 0.3527 | 0.2292 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31134 | -21962 | -28006 | -56925 | -37341 | -49535 |
Profit Factor | 1.863 | 2.0206 | 1.756 | 1.6147 | 1.8219 | 1.473 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.277 | 2.3093 | 2.2963 | 1.9735 | 2.0822 | 1.9262 |
Largest Winning Trade | 30071 | 25016 | 30071 | 38211 | 38211 | 37427 |
Largest Losing Trade | -13885 | -13885 | -10801 | -24152 | -24152 | -20300 |
Avg Bars in Trades | 402 | 150 | 654 | 402 | 150 | 654 |
Avg Bars in Winners | 645 | 242 | 1078 | 645 | 242 | 1078 |
Avg Bars in Losers | 204 | 70 | 330 | 204 | 70 | 330 |
Bars Traded | 24165 | 4519 | 19646 | 24165 | 4519 | 19646 |
Profit Streak | 6.6797 | 34.3255 | 0 | 6.6797 | 34.3255 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162926 | 333605 | 234508 | -164169 | 361173 | 207043 |
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 106, "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": [ [ 115112.4631053435, 55050.2259766404, 60062.2371287031, 150142.9840608629, 81538.956474525, 68604.027586338 ], [ 115.112463, 55.050226, 60.062237, 150.142984, 81.538956, 68.604028 ], [ 0.442026, 0.21139, 0.230636, 0.352691, 0.229239, 0.200794 ], [ 10, 10, 10, 10, 10, 10 ], [ -31134, -21962, -28006, -56925, -37341, -49535 ], [ 1.862993, 2.020594, 1.755994, 1.614693, 1.821909, 1.472967 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 14, 13, 27, 14, 13 ], [ 33, 16, 17, 33, 16, 17 ], [ 45, 46.666667, 43.333333, 45, 46.666667, 43.333333 ], [ 2.276992, 2.309251, 2.2963, 1.973513, 2.082182, 1.926188 ], [ 30071, 25016, 30071, 38211, 38211, 37427 ], [ -13885, -13885, -10801, -24152, -24152, -20300 ], [ 402, 150, 654, 402, 150, 654 ], [ 645, 242, 1078, 645, 242, 1078 ], [ 204, 70, 330, 204, 70, 330 ], [ 24165, 4519, 19646, 24165, 4519, 19646 ], [ 6.679694, 34.325528, 0, 6.679694, 34.325528, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162926, 333605, 234508, -164169, 361173, 207043 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 106, "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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