Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88449.6892 | 44447.46 | 44002.2292 | 92173.5112 | 74737.7626 | 17435.7486 |
Total P&L (%) | 88.4497 | 44.4475 | 44.0022 | 92.1735 | 74.7378 | 17.4357 |
Avg Daily Profit (%) | 0.3396 | 0.1707 | 0.169 | 0.2512 | 0.2145 | 0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39028 | -12822 | -45371 | -71770 | -14967 | -83367 |
Profit Factor | 1.602 | 2.5846 | 1.3701 | 1.3907 | 2.8535 | 1.0892 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 44.5946 | 51.3514 | 37.8378 | 44.5946 | 51.3514 | 37.8378 |
Ratio Avg Win / Avg Loss | 1.9903 | 2.4486 | 2.2509 | 1.7279 | 2.7033 | 1.7893 |
Largest Winning Trade | 35141 | 18647 | 35141 | 36830 | 25430 | 36830 |
Largest Losing Trade | -12597 | -5840 | -12597 | -21258 | -7494 | -21258 |
Avg Bars in Trades | 326 | 59 | 593 | 326 | 59 | 593 |
Avg Bars in Winners | 531 | 82 | 1140 | 531 | 82 | 1140 |
Avg Bars in Losers | 161 | 34 | 260 | 161 | 34 | 260 |
Bars Traded | 24161 | 2197 | 21964 | 24161 | 2197 | 21964 |
Profit Streak | 7.6441 | 27.54 | 0 | 7.6441 | 27.54 | 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 | -59750 | 385981 | 35754 | -61789 | 483928 | -246556 |
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{ "first_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.66721 } } }
{ "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": [ [ 88449.6891613688, 44447.4599768805, 44002.2291844883, 92173.5112371448, 74737.762609449, 17435.748627696 ], [ 88.449689, 44.44746, 44.002229, 92.173511, 74.737763, 17.435749 ], [ 0.339642, 0.170676, 0.168966, 0.251151, 0.214544, 0.061735 ], [ 10, 10, 10, 10, 10, 10 ], [ -39028, -12822, -45371, -71770, -14967, -83367 ], [ 1.601983, 2.58459, 1.370138, 1.390748, 2.853488, 1.089155 ], [ 74, 37, 37, 74, 37, 37 ], [ 33, 19, 14, 33, 19, 14 ], [ 41, 18, 23, 41, 18, 23 ], [ 44.594595, 51.351351, 37.837838, 44.594595, 51.351351, 37.837838 ], [ 1.990343, 2.448559, 2.250941, 1.727899, 2.703304, 1.789326 ], [ 35141, 18647, 35141, 36830, 25430, 36830 ], [ -12597, -5840, -12597, -21258, -7494, -21258 ], [ 326, 59, 593, 326, 59, 593 ], [ 531, 82, 1140, 531, 82, 1140 ], [ 161, 34, 260, 161, 34, 260 ], [ 24161, 2197, 21964, 24161, 2197, 21964 ], [ 7.64412, 27.539954, 0, 7.644121, 27.539954, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59750, 385981, 35754, -61789, 483928, -246556 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.66721 } } }
# | 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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