Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168742.2182 | 152331.6813 | 16410.5368 | 75078.5263 | 112839.3052 | -37760.7789 |
Total P&L (%) | 168.7422 | 152.3317 | 16.4105 | 75.0785 | 112.8393 | -37.7608 |
Avg Daily Profit (%) | 0.324 | 0.2925 | 0.0315 | 0.1076 | 0.1451 | -0.091 |
Buy And Hold Return (%) | 23.6767 | 23.6767 | 23.6767 | 23.6767 | 23.6767 | 23.6767 |
Max Trade Drawdown | -141226 | -116869 | -38776 | -462587 | -374892 | -145957 |
Profit Factor | 1.4915 | 1.6259 | 1.1642 | 1.0902 | 1.2014 | 0.8612 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 44.586 | 38.4615 | 50.6329 | 44.586 | 38.4615 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.8537 | 2.6014 | 1.1351 | 1.3549 | 1.9222 | 0.8397 |
Largest Winning Trade | 172083 | 172083 | 17266 | 360746 | 360746 | 68998 |
Largest Losing Trade | -18928 | -15133 | -18928 | -97767 | -59105 | -97767 |
Avg Bars in Trades | 153 | 294 | 13 | 153 | 294 | 13 |
Avg Bars in Winners | 216 | 484 | 15 | 216 | 484 | 15 |
Avg Bars in Losers | 102 | 176 | 10 | 102 | 176 | 10 |
Bars Traded | 24039 | 23007 | 1032 | 24039 | 23007 | 1032 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330997 | -28401 | -383651 | -175486 | -39753 | -607945 |
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 219, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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": [ [ 168742.2181694658, 152331.6813246103, 16410.5368448555, 75078.5263337224, 112839.3052087017, -37760.7788749794 ], [ 168.742218, 152.331681, 16.410537, 75.078526, 112.839305, -37.760779 ], [ 0.323987, 0.292479, 0.031508, 0.107591, 0.145137, -0.091003 ], [ 23.676654, 23.676654, 23.676654, 23.676654, 23.676654, 23.676654 ], [ -141226, -116869, -38776, -462587, -374892, -145957 ], [ 1.491492, 1.625894, 1.164197, 1.090185, 1.201366, 0.861236 ], [ 157, 78, 79, 157, 78, 79 ], [ 70, 30, 40, 70, 30, 40 ], [ 87, 48, 39, 87, 48, 39 ], [ 44.585987, 38.461538, 50.632911, 44.585987, 38.461538, 50.632911 ], [ 1.853711, 2.601431, 1.135092, 1.354945, 1.922186, 0.839705 ], [ 172083, 172083, 17266, 360746, 360746, 68998 ], [ -18928, -15133, -18928, -97767, -59105, -97767 ], [ 153, 294, 13, 153, 294, 13 ], [ 216, 484, 15, 216, 484, 15 ], [ 102, 176, 10, 102, 176, 10 ], [ 24039, 23007, 1032, 24039, 23007, 1032 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330997, -28401, -383651, -175486, -39753, -607945 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 219, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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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