Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391844.333 | 1237397.0977 | 154447.2353 | 20983386.0016 | 18941733.3942 | 2041652.6074 |
Total P&L (%) | 1391.8443 | 1237.3971 | 154.4472 | 20983.386 | 18941.7334 | 2041.6526 |
Avg Daily Profit (%) | 0.6326 | 0.5624 | 0.0702 | 0.2435 | 0.2389 | 0.1394 |
Buy And Hold Return (%) | 574.1774 | 574.1774 | 574.1774 | 574.1774 | 574.1774 | 574.1774 |
Max Trade Drawdown | -87387 | -40715 | -61292 | -6376363 | -5534840 | -2388278 |
Profit Factor | 4.4164 | 6.207 | 1.9098 | 2.1171 | 2.416 | 1.3777 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 45.4545 | 35.8974 | 55.2632 | 45.4545 | 35.8974 | 55.2632 |
Ratio Avg Win / Avg Loss | 5.2997 | 11.084 | 1.546 | 2.5406 | 4.3143 | 1.1152 |
Largest Winning Trade | 708643 | 708643 | 68272 | 17218127 | 17218127 | 1738146 |
Largest Losing Trade | -26515 | -26515 | -23626 | -3163807 | -3163807 | -1298745 |
Avg Bars in Trades | 111 | 97 | 126 | 111 | 97 | 126 |
Avg Bars in Winners | 172 | 171 | 172 | 172 | 171 | 172 |
Avg Bars in Losers | 61 | 55 | 69 | 61 | 55 | 69 |
Bars Traded | 8594 | 3790 | 4804 | 8594 | 3790 | 4804 |
Profit Streak | 0 | 0 | 88.8252 | 0 | 0 | 88.8252 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33005 | 300406 | -260110 | -35609 | 270328 | -7379 |
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{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 64, "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": [ [ 1391844.333022047, 1237397.0976764995, 154447.2353455472, 20983386.001589976, 18941733.39416333, 2041652.6074266396 ], [ 1391.844333, 1237.397098, 154.447235, 20983.386002, 18941.733394, 2041.652607 ], [ 0.632585, 0.562389, 0.070195, 0.243499, 0.238859, 0.139361 ], [ 574.177438, 574.177438, 574.177438, 574.177438, 574.177438, 574.177438 ], [ -87387, -40715, -61292, -6376363, -5534840, -2388278 ], [ 4.416377, 6.207012, 1.909781, 2.117138, 2.415981, 1.377661 ], [ 77, 39, 38, 77, 39, 38 ], [ 35, 14, 21, 35, 14, 21 ], [ 42, 25, 17, 42, 25, 17 ], [ 45.454545, 35.897436, 55.263158, 45.454545, 35.897436, 55.263158 ], [ 5.299652, 11.08395, 1.546013, 2.540566, 4.314252, 1.115249 ], [ 708643, 708643, 68272, 17218127, 17218127, 1738146 ], [ -26515, -26515, -23626, -3163807, -3163807, -1298745 ], [ 111, 97, 126, 111, 97, 126 ], [ 172, 171, 172, 172, 171, 172 ], [ 61, 55, 69, 61, 55, 69 ], [ 8594, 3790, 4804, 8594, 3790, 4804 ], [ 0, 0, 88.825211, 0, 0, 88.825212 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33005, 300406, -260110, -35609, 270328, -7379 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 64, "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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