Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62127.503 | 11344.1458 | 50783.3572 | 73413.03 | 11703.9936 | 61709.0364 |
Total P&L (%) | 62.1275 | 11.3441 | 50.7834 | 73.413 | 11.704 | 61.709 |
Avg Daily Profit (%) | 0.7157 | 0.1307 | 0.585 | 0.6362 | 0.1276 | 0.5552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19714 | -13915 | -11601 | -23656 | -16024 | -13861 |
Profit Factor | 1.8477 | 1.2964 | 2.4504 | 1.8498 | 1.2641 | 2.4666 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 55.1282 | 46.1538 | 64.1026 | 55.1282 | 46.1538 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.5039 | 1.5124 | 1.3722 | 1.5057 | 1.4748 | 1.3813 |
Largest Winning Trade | 26144 | 9143 | 26144 | 35941 | 9510 | 35941 |
Largest Losing Trade | -8757 | -7834 | -8757 | -10615 | -8566 | -10615 |
Avg Bars in Trades | 309 | 221 | 396 | 309 | 221 | 396 |
Avg Bars in Winners | 260 | 145 | 342 | 260 | 145 | 342 |
Avg Bars in Losers | 369 | 287 | 492 | 369 | 287 | 492 |
Bars Traded | 24112 | 8653 | 15458 | 24112 | 8653 | 15458 |
Profit Streak | 6.7489 | 14.5579 | 6.7489 | 6.7489 | 14.5579 | 6.7489 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23317 | -143153 | 529820 | -23468 | -137395 | 548002 |
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{ "first_band": { "type": "kcu", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 128, "offset": 232 } } }
{ "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": [ [ 62127.5030112042, 11344.1458004867, 50783.3572107176, 73413.0300256089, 11703.9936350368, 61709.0363905721 ], [ 62.127503, 11.344146, 50.783357, 73.41303, 11.703994, 61.709036 ], [ 0.715672, 0.130678, 0.584994, 0.636165, 0.127581, 0.555191 ], [ 10, 10, 10, 10, 10, 10 ], [ -19714, -13915, -11601, -23656, -16024, -13861 ], [ 1.847667, 1.296358, 2.450379, 1.849841, 1.264142, 2.466649 ], [ 78, 39, 39, 78, 39, 39 ], [ 43, 18, 25, 43, 18, 25 ], [ 35, 21, 14, 35, 21, 14 ], [ 55.128205, 46.153846, 64.102564, 55.128205, 46.153846, 64.102564 ], [ 1.503915, 1.512418, 1.372212, 1.505685, 1.474832, 1.381324 ], [ 26144, 9143, 26144, 35941, 9510, 35941 ], [ -8757, -7834, -8757, -10615, -8566, -10615 ], [ 309, 221, 396, 309, 221, 396 ], [ 260, 145, 342, 260, 145, 342 ], [ 369, 287, 492, 369, 287, 492 ], [ 24112, 8653, 15458, 24112, 8653, 15458 ], [ 6.74888, 14.557908, 6.74888, 6.74888, 14.557908, 6.74888 ], [ 8, 6, 4, 8, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23317, -143153, 529820, -23468, -137395, 548002 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 128, "offset": 232 } } }
# | 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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