Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102478.0139 | 22168.1455 | 80309.8684 | 139387.2373 | 37977.5795 | 101409.6577 |
Total P&L (%) | 102.478 | 22.1681 | 80.3099 | 139.3872 | 37.9776 | 101.4097 |
Avg Daily Profit (%) | 0.3935 | 0.0851 | 0.3084 | 0.3358 | 0.1237 | 0.2692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34028 | -32627 | -13027 | -35487 | -34316 | -18369 |
Profit Factor | 1.623 | 1.1977 | 2.5337 | 1.6307 | 1.2664 | 2.2927 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 69.4215 | 66.6667 | 72.1311 | 69.4215 | 66.6667 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.7149 | 0.5989 | 0.9789 | 0.7183 | 0.6332 | 0.8858 |
Largest Winning Trade | 8289 | 8289 | 6289 | 11488 | 11488 | 11199 |
Largest Losing Trade | -28879 | -28879 | -9187 | -30224 | -30224 | -18369 |
Avg Bars in Trades | 198 | 203 | 194 | 198 | 203 | 194 |
Avg Bars in Winners | 119 | 110 | 127 | 119 | 110 | 127 |
Avg Bars in Losers | 379 | 388 | 367 | 379 | 388 | 367 |
Bars Traded | 24064 | 12193 | 11871 | 24064 | 12193 | 11871 |
Profit Streak | 11.4946 | 29.9946 | 11.4946 | 11.4946 | 29.9946 | 11.4946 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435713 | -256325 | -148975 | 418476 | -198951 | -149774 |
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{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 102478.0139312974, 22168.1455219497, 80309.8684093475, 139387.2372604359, 37977.5795323369, 101409.657728099 ], [ 102.478014, 22.168146, 80.309868, 139.387237, 37.97758, 101.409658 ], [ 0.393511, 0.085125, 0.308386, 0.335756, 0.123693, 0.269224 ], [ 10, 10, 10, 10, 10, 10 ], [ -34028, -32627, -13027, -35487, -34316, -18369 ], [ 1.623043, 1.197725, 2.533685, 1.630723, 1.26642, 2.292695 ], [ 121, 60, 61, 121, 60, 61 ], [ 84, 40, 44, 84, 40, 44 ], [ 37, 20, 17, 37, 20, 17 ], [ 69.421488, 66.666667, 72.131148, 69.421488, 66.666667, 72.131148 ], [ 0.714912, 0.598863, 0.978924, 0.718295, 0.63321, 0.885814 ], [ 8289, 8289, 6289, 11488, 11488, 11199 ], [ -28879, -28879, -9187, -30224, -30224, -18369 ], [ 198, 203, 194, 198, 203, 194 ], [ 119, 110, 127, 119, 110, 127 ], [ 379, 388, 367, 379, 388, 367 ], [ 24064, 12193, 11871, 24064, 12193, 11871 ], [ 11.494644, 29.994644, 11.494644, 11.494644, 29.994644, 11.494644 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435713, -256325, -148975, 418476, -198951, -149774 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 4 } } }
# | 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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