Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215927.4452 | 225220.0102 | -9292.5649 | 48312.3117 | 68090.953 | -19778.6412 |
Total P&L (%) | 215.9274 | 225.22 | -9.2926 | 48.3123 | 68.091 | -19.7786 |
Avg Daily Profit (%) | 0.4146 | 0.4324 | -0.0178 | 0.0757 | 0.0998 | -0.0423 |
Buy And Hold Return (%) | 63.0805 | 63.0805 | 63.0805 | 63.0805 | 63.0805 | 63.0805 |
Max Trade Drawdown | -74771 | -79263 | -24243 | -188062 | -185384 | -39040 |
Profit Factor | 1.8719 | 2.3189 | 0.8791 | 1.1135 | 1.2142 | 0.8167 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 41.1765 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.4335 | 3.3128 | 1.044 | 1.4475 | 1.7346 | 0.9699 |
Largest Winning Trade | 276406 | 276406 | 20940 | 228855 | 228855 | 20838 |
Largest Losing Trade | -22916 | -22916 | -16406 | -71868 | -71868 | -19539 |
Avg Bars in Trades | 336 | 610 | 69 | 336 | 610 | 69 |
Avg Bars in Winners | 487 | 964 | 69 | 487 | 964 | 69 |
Avg Bars in Losers | 220 | 362 | 70 | 220 | 362 | 70 |
Bars Traded | 23191 | 20748 | 2443 | 23191 | 20748 | 2443 |
Profit Streak | 0 | 48.0618 | 0 | 0 | 48.0618 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99109 | 302077 | -581356 | -462739 | -203212 | -583023 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 112, "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": [ [ 215927.4452370303, 225220.0101587192, -9292.5649216888, 48312.3117476443, 68090.9529758337, -19778.6412281895 ], [ 215.927445, 225.22001, -9.292565, 48.312312, 68.090953, -19.778641 ], [ 0.414583, 0.432425, -0.017842, 0.075706, 0.099763, -0.042304 ], [ 63.080505, 63.080505, 63.080505, 63.080505, 63.080505, 63.080505 ], [ -74771, -79263, -24243, -188062, -185384, -39040 ], [ 1.871901, 2.318933, 0.879148, 1.113466, 1.214211, 0.816727 ], [ 69, 34, 35, 69, 34, 35 ], [ 30, 14, 16, 30, 14, 16 ], [ 39, 20, 19, 39, 20, 19 ], [ 43.478261, 41.176471, 45.714286, 43.478261, 41.176471, 45.714286 ], [ 2.433471, 3.312762, 1.043988, 1.447506, 1.734587, 0.969863 ], [ 276406, 276406, 20940, 228855, 228855, 20838 ], [ -22916, -22916, -16406, -71868, -71868, -19539 ], [ 336, 610, 69, 336, 610, 69 ], [ 487, 964, 69, 487, 964, 69 ], [ 220, 362, 70, 220, 362, 70 ], [ 23191, 20748, 2443, 23191, 20748, 2443 ], [ 0, 48.061805, 0, 0, 48.061805, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99109, 302077, -581356, -462739, -203212, -583023 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 112, "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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