Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90755.7694 | 54023.4239 | 36732.3455 | 91653.5801 | 90567.9582 | 1085.6219 |
Total P&L (%) | 90.7558 | 54.0234 | 36.7323 | 91.6536 | 90.568 | 1.0856 |
Avg Daily Profit (%) | 0.3485 | 0.2074 | 0.1411 | 0.2501 | 0.2479 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38937 | -13284 | -46659 | -72417 | -12032 | -88089 |
Profit Factor | 1.6305 | 2.9483 | 1.3161 | 1.4095 | 3.3707 | 1.0058 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 45.614 | 55.1724 | 35.7143 | 45.614 | 55.1724 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.9441 | 2.3955 | 2.369 | 1.6806 | 2.7387 | 1.8105 |
Largest Winning Trade | 40025 | 22789 | 40025 | 32877 | 32286 | 32877 |
Largest Losing Trade | -13351 | -4950 | -13351 | -27471 | -7805 | -27471 |
Avg Bars in Trades | 429 | 96 | 773 | 429 | 96 | 773 |
Avg Bars in Winners | 702 | 132 | 1614 | 702 | 132 | 1614 |
Avg Bars in Losers | 199 | 52 | 306 | 199 | 52 | 306 |
Bars Traded | 24467 | 2803 | 21664 | 24467 | 2803 | 21664 |
Profit Streak | 2.5346 | 21.7741 | 0 | 2.5346 | 21.7741 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172207 | 460627 | -33965 | -174270 | 530774 | -594044 |
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{ "first_band": { "type": "kcu", "factors": { "length": 213, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 55, "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": [ [ 90755.7694010299, 54023.423889693, 36732.345511337, 91653.5800989839, 90567.9582133251, 1085.6218856589 ], [ 90.755769, 54.023424, 36.732346, 91.65358, 90.567958, 1.085622 ], [ 0.348498, 0.207447, 0.14105, 0.250108, 0.247922, 0.004146 ], [ 10, 10, 10, 10, 10, 10 ], [ -38937, -13284, -46659, -72417, -12032, -88089 ], [ 1.630522, 2.948277, 1.31609, 1.409535, 3.370728, 1.005849 ], [ 57, 29, 28, 57, 29, 28 ], [ 26, 16, 10, 26, 16, 10 ], [ 31, 13, 18, 31, 13, 18 ], [ 45.614035, 55.172414, 35.714286, 45.614035, 55.172414, 35.714286 ], [ 1.944084, 2.395475, 2.368961, 1.680599, 2.738717, 1.810529 ], [ 40025, 22789, 40025, 32877, 32286, 32877 ], [ -13351, -4950, -13351, -27471, -7805, -27471 ], [ 429, 96, 773, 429, 96, 773 ], [ 702, 132, 1614, 702, 132, 1614 ], [ 199, 52, 306, 199, 52, 306 ], [ 24467, 2803, 21664, 24467, 2803, 21664 ], [ 2.534555, 21.774138, 0, 2.534555, 21.774138, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172207, 460627, -33965, -174270, 530774, -594044 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 213, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 55, "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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