Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247326.2182 | 197373.7909 | 49952.4273 | 42060.329 | 40172.8676 | 1887.4614 |
Total P&L (%) | 247.3262 | 197.3738 | 49.9524 | 42.0603 | 40.1729 | 1.8875 |
Avg Daily Profit (%) | 0.174 | 0.1388 | 0.0351 | 0.0247 | 0.0238 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140956 | -86753 | -80092 | -187223 | -114740 | -168648 |
Profit Factor | 1.4123 | 1.6867 | 1.1599 | 1.0443 | 1.0879 | 1.0038 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 49.1071 | 46.4286 | 51.7857 | 49.1071 | 46.4286 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.4637 | 1.9462 | 1.0799 | 1.0823 | 1.2553 | 0.9346 |
Largest Winning Trade | 166642 | 166642 | 41809 | 110244 | 110244 | 54935 |
Largest Losing Trade | -37568 | -32816 | -37568 | -78522 | -78522 | -72572 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Losers | 21 | 28 | 13 | 21 | 28 | 13 |
Bars Traded | 2719 | 1488 | 1231 | 2719 | 1488 | 1231 |
Profit Streak | 0 | 0 | 67.5871 | 0 | 0 | 67.5871 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302295 | -185645 | -370944 | -333474 | -468326 | -753794 |
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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": [ [ 247326.2181638692, 197373.7908785656, 49952.4272853038, 42060.329006926, 40172.8676058885, 1887.4614010375 ], [ 247.326218, 197.373791, 49.952427, 42.060329, 40.172868, 1.887461 ], [ 0.17399, 0.138849, 0.035141, 0.024701, 0.02376, 0.001315 ], [ 10, 10, 10, 10, 10, 10 ], [ -140956, -86753, -80092, -187223, -114740, -168648 ], [ 1.412306, 1.686735, 1.159872, 1.044305, 1.087909, 1.003834 ], [ 112, 56, 56, 112, 56, 56 ], [ 55, 26, 29, 55, 26, 29 ], [ 57, 30, 27, 57, 30, 27 ], [ 49.107143, 46.428571, 51.785714, 49.107143, 46.428571, 51.785714 ], [ 1.463662, 1.946232, 1.079881, 1.082279, 1.255279, 0.934604 ], [ 166642, 166642, 41809, 110244, 110244, 54935 ], [ -37568, -32816, -37568, -78522, -78522, -72572 ], [ 24, 26, 21, 24, 26, 21 ], [ 27, 24, 29, 27, 24, 29 ], [ 21, 28, 13, 21, 28, 13 ], [ 2719, 1488, 1231, 2719, 1488, 1231 ], [ 0, 0, 67.587073, 0, 0, 67.587073 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302295, -185645, -370944, -333474, -468326, -753794 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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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