Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88329.7083 | 51589.9325 | 36739.7758 | 91218.4371 | 77820.4109 | 13398.0262 |
Total P&L (%) | 88.3297 | 51.5899 | 36.7398 | 91.2184 | 77.8204 | 13.398 |
Avg Daily Profit (%) | 0.3392 | 0.1981 | 0.1411 | 0.2492 | 0.2213 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46566 | -9204 | -49524 | -81038 | -12830 | -85558 |
Profit Factor | 1.6658 | 3.1678 | 1.3375 | 1.4722 | 3.477 | 1.0828 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Losing Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Profitability (%) | 51.7241 | 68.9655 | 34.4828 | 51.7241 | 68.9655 | 34.4828 |
Ratio Avg Win / Avg Loss | 1.5547 | 1.4255 | 2.5412 | 1.374 | 1.5646 | 2.0574 |
Largest Winning Trade | 42333 | 21094 | 42333 | 33811 | 24778 | 33811 |
Largest Losing Trade | -13637 | -5218 | -13637 | -21874 | -7459 | -21874 |
Avg Bars in Trades | 420 | 75 | 765 | 420 | 75 | 765 |
Avg Bars in Winners | 609 | 78 | 1669 | 609 | 78 | 1669 |
Avg Bars in Losers | 217 | 67 | 289 | 217 | 67 | 289 |
Bars Traded | 24373 | 2183 | 22190 | 24373 | 2183 | 22190 |
Profit Streak | 6.557 | 61.8383 | 0 | 6.557 | 61.8383 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168016 | 501057 | -13274 | -170804 | 613847 | -324274 |
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{ "first_band": { "type": "kcu", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 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": [ [ 88329.708282832, 51589.9325109204, 36739.7757719116, 91218.4370513984, 77820.4108782127, 13398.0261731856 ], [ 88.329708, 51.589933, 36.739776, 91.218437, 77.820411, 13.398026 ], [ 0.339182, 0.198103, 0.141079, 0.249233, 0.221274, 0.048293 ], [ 10, 10, 10, 10, 10, 10 ], [ -46566, -9204, -49524, -81038, -12830, -85558 ], [ 1.665788, 3.167813, 1.337461, 1.472179, 3.476959, 1.082822 ], [ 58, 29, 29, 58, 29, 29 ], [ 30, 20, 10, 30, 20, 10 ], [ 28, 9, 19, 28, 9, 19 ], [ 51.724138, 68.965517, 34.482759, 51.724138, 68.965517, 34.482759 ], [ 1.554735, 1.425516, 2.541175, 1.374034, 1.564631, 2.057362 ], [ 42333, 21094, 42333, 33811, 24778, 33811 ], [ -13637, -5218, -13637, -21874, -7459, -21874 ], [ 420, 75, 765, 420, 75, 765 ], [ 609, 78, 1669, 609, 78, 1669 ], [ 217, 67, 289, 217, 67, 289 ], [ 24373, 2183, 22190, 24373, 2183, 22190 ], [ 6.557046, 61.838296, 0, 6.557046, 61.838296, 0 ], [ 1, 7, 0, 1, 7, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168016, 501057, -13274, -170804, 613847, -324274 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 161, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 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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