Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153206.9707 | 142578.1301 | 10628.8406 | 80931.7367 | 85770.6336 | -4838.8968 |
Total P&L (%) | 153.207 | 142.5781 | 10.6288 | 80.9317 | 85.7706 | -4.8389 |
Avg Daily Profit (%) | 0.2942 | 0.2738 | 0.0204 | 0.1139 | 0.119 | -0.0095 |
Buy And Hold Return (%) | 19.1869 | 19.1869 | 19.1869 | 19.1869 | 19.1869 | 19.1869 |
Max Trade Drawdown | -86381 | -70988 | -29734 | -357233 | -295127 | -91892 |
Profit Factor | 1.7117 | 1.8316 | 1.2426 | 1.1359 | 1.1813 | 0.9605 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 55.8442 | 57.8947 | 53.8462 | 55.8442 | 57.8947 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.3534 | 1.332 | 1.0651 | 0.8982 | 0.8592 | 0.8233 |
Largest Winning Trade | 89127 | 89127 | 9374 | 189225 | 189225 | 27449 |
Largest Losing Trade | -58200 | -58200 | -9884 | -265697 | -265697 | -33917 |
Avg Bars in Trades | 296 | 570 | 29 | 296 | 570 | 29 |
Avg Bars in Winners | 176 | 308 | 38 | 176 | 308 | 38 |
Avg Bars in Losers | 447 | 930 | 18 | 447 | 930 | 18 |
Bars Traded | 22822 | 21685 | 1137 | 22822 | 21685 | 1137 |
Profit Streak | 28.965 | 0 | 30.6733 | 28.965 | 0 | 30.6733 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34712 | 398991 | -330411 | -160916 | -58222 | -579548 |
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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": [ [ 153206.970697727, 142578.1300596079, 10628.8406381193, 80931.7367240323, 85770.6335639437, -4838.8968399115 ], [ 153.206971, 142.57813, 10.628841, 80.931737, 85.770634, -4.838897 ], [ 0.294159, 0.273752, 0.020408, 0.113912, 0.118985, -0.009523 ], [ 19.186869, 19.186869, 19.186869, 19.186869, 19.186869, 19.186869 ], [ -86381, -70988, -29734, -357233, -295127, -91892 ], [ 1.711679, 1.831561, 1.242573, 1.135909, 1.181334, 0.960495 ], [ 77, 38, 39, 77, 38, 39 ], [ 43, 22, 21, 43, 22, 21 ], [ 34, 16, 18, 34, 16, 18 ], [ 55.844156, 57.894737, 53.846154, 55.844156, 57.894737, 53.846154 ], [ 1.353421, 1.332045, 1.065063, 0.898161, 0.859152, 0.823281 ], [ 89127, 89127, 9374, 189225, 189225, 27449 ], [ -58200, -58200, -9884, -265697, -265697, -33917 ], [ 296, 570, 29, 296, 570, 29 ], [ 176, 308, 38, 176, 308, 38 ], [ 447, 930, 18, 447, 930, 18 ], [ 22822, 21685, 1137, 22822, 21685, 1137 ], [ 28.964967, 0, 30.6733, 28.964967, 0, 30.6733 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34712, 398991, -330411, -160916, -58222, -579548 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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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