Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11082572.4237 | 11032248.3815 | 50324.0422 | 26954184.1379 | 33050978.3875 | -6096794.2496 |
Total P&L (%) | 11082.5724 | 11032.2484 | 50.324 | 26954.1841 | 33050.9784 | -6096.7943 |
Avg Daily Profit (%) | 4.9043 | 4.8821 | 0.0223 | 0.2481 | 0.2572 | 0 |
Buy And Hold Return (%) | 9400.4423 | 9400.4423 | 9400.4423 | 9400.4423 | 9400.4423 | 9400.4423 |
Max Trade Drawdown | -72358 | -65316 | -46659 | -13989289 | -11422744 | -11376598 |
Profit Factor | 31.0733 | 61.1348 | 1.2719 | 1.4373 | 2.206 | 0.8219 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
Ratio Avg Win / Avg Loss | 34.5259 | 67.9275 | 1.4133 | 1.597 | 2.4511 | 0.9133 |
Largest Winning Trade | 10807344 | 10807344 | 44098 | 26134502 | 26134502 | 11958429 |
Largest Losing Trade | -41204 | -26341 | -41204 | -6798276 | -6798276 | -6778525 |
Avg Bars in Trades | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Winners | 174 | 168 | 181 | 174 | 168 | 181 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 8623 | 4323 | 4300 | 8623 | 4323 | 4300 |
Profit Streak | 0 | 97.2997 | 0 | 0 | 97.2997 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140436 | -87751 | -329988 | -47547 | 346350 | -581788 |
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{ "first_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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": [ [ 11082572.423729833, 11032248.38153283, 50324.0421970031, 26954184.137916666, 33050978.387499426, -6096794.249582762 ], [ 11082.572424, 11032.248382, 50.324042, 26954.184138, 33050.978387, -6096.79425 ], [ 4.904336, 4.882066, 0.02227, 0.248141, 0.257157, 0 ], [ 9400.442257, 9400.442257, 9400.442257, 9400.442257, 9400.442257, 9400.442257 ], [ -72358, -65316, -46659, -13989289, -11422744, -11376598 ], [ 31.073292, 61.134766, 1.271934, 1.437262, 2.206011, 0.821929 ], [ 76, 38, 38, 76, 38, 38 ], [ 36, 18, 18, 36, 18, 18 ], [ 40, 20, 20, 40, 20, 20 ], [ 47.368421, 47.368421, 47.368421, 47.368421, 47.368421, 47.368421 ], [ 34.52588, 67.927517, 1.41326, 1.596957, 2.451123, 0.913254 ], [ 10807344, 10807344, 44098, 26134502, 26134502, 11958429 ], [ -41204, -26341, -41204, -6798276, -6798276, -6778525 ], [ 113, 113, 113, 113, 113, 113 ], [ 174, 168, 181, 174, 168, 181 ], [ 58, 64, 51, 58, 64, 51 ], [ 8623, 4323, 4300, 8623, 4323, 4300 ], [ 0, 97.299661, 0, 0, 97.299661, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140436, -87751, -329988, -47547, 346350, -581788 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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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