Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510008.2271 | 327388.4254 | 182619.8017 | 184051.7572 | -1079842.3513 | 1263894.1084 |
Total P&L (%) | 510.0082 | 327.3884 | 182.6198 | 184.0518 | -1079.8424 | 1263.8941 |
Avg Daily Profit (%) | 0.2805 | 0.1801 | 0.1004 | 0.0574 | 0 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195677 | -176329 | -79829 | -2788597 | -2364539 | -952757 |
Profit Factor | 1.5748 | 1.5446 | 1.6384 | 1.0172 | 0.8474 | 1.3507 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 37.5 | 30 | 45 | 37.5 | 30 | 45 |
Ratio Avg Win / Avg Loss | 2.6247 | 3.604 | 2.0025 | 1.6954 | 1.9773 | 1.6509 |
Largest Winning Trade | 346465 | 346465 | 50591 | 1250594 | 1250594 | 474474 |
Largest Losing Trade | -28377 | -28377 | -12618 | -322473 | -322473 | -320031 |
Avg Bars in Trades | 108 | 150 | 65 | 108 | 150 | 65 |
Avg Bars in Winners | 168 | 273 | 99 | 168 | 273 | 99 |
Avg Bars in Losers | 71 | 97 | 38 | 71 | 97 | 38 |
Bars Traded | 21609 | 15019 | 6590 | 21609 | 15019 | 6590 |
Profit Streak | 39.3 | 43.4666 | 39.3 | 39.3 | 43.4666 | 39.3 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315876 | 94608 | -57466 | -319509 | -585512 | -816 |
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{ "first_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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": [ [ 510008.227077412, 327388.4253641413, 182619.8017132708, 184051.7571589079, -1079842.3512665704, 1263894.1084254787 ], [ 510.008227, 327.388425, 182.619802, 184.051757, -1079.842351, 1263.894108 ], [ 0.280506, 0.180065, 0.100442, 0.057436, 0, 0.143815 ], [ 10, 10, 10, 10, 10, 10 ], [ -195677, -176329, -79829, -2788597, -2364539, -952757 ], [ 1.574844, 1.544591, 1.638425, 1.017234, 0.847395, 1.350743 ], [ 200, 100, 100, 200, 100, 100 ], [ 75, 30, 45, 75, 30, 45 ], [ 125, 70, 55, 125, 70, 55 ], [ 37.5, 30, 45, 37.5, 30, 45 ], [ 2.62474, 3.604046, 2.00252, 1.69539, 1.977256, 1.650908 ], [ 346465, 346465, 50591, 1250594, 1250594, 474474 ], [ -28377, -28377, -12618, -322473, -322473, -320031 ], [ 108, 150, 65, 108, 150, 65 ], [ 168, 273, 99, 168, 273, 99 ], [ 71, 97, 38, 71, 97, 38 ], [ 21609, 15019, 6590, 21609, 15019, 6590 ], [ 39.299976, 43.466643, 39.299976, 39.299976, 43.466643, 39.299976 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315876, 94608, -57466, -319509, -585512, -816 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 120, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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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