Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620808.1133 | 580236.4463 | 40571.667 | -7633.2853 | 33171.4373 | -40804.7225 |
Total P&L (%) | 620.8081 | 580.2364 | 40.5717 | -7.6333 | 33.1714 | -40.8047 |
Avg Daily Profit (%) | 0.2857 | 0.267 | 0.0187 | -0.0037 | 0.0132 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157389 | -165010 | -54682 | -548541 | -544859 | -204319 |
Profit Factor | 1.7168 | 1.8221 | 1.2531 | 0.9958 | 1.0225 | 0.8819 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 37.2781 | 33.3333 | 41.1765 | 37.2781 | 33.3333 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8886 | 3.6442 | 1.7902 | 1.6755 | 2.0449 | 1.2598 |
Largest Winning Trade | 583530 | 583530 | 17528 | 326196 | 326196 | 57306 |
Largest Losing Trade | -36893 | -36893 | -11972 | -168069 | -168069 | -41072 |
Avg Bars in Trades | 49 | 96 | 3 | 49 | 96 | 3 |
Avg Bars in Winners | 80 | 174 | 5 | 80 | 174 | 5 |
Avg Bars in Losers | 31 | 58 | 2 | 31 | 58 | 2 |
Bars Traded | 8435 | 8133 | 302 | 8435 | 8133 | 302 |
Profit Streak | 20.7039 | 0 | 52.2039 | 20.7039 | 0 | 52.2039 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306518 | 189228 | -172093 | -581509 | -379577 | -582028 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcb", "factors": { "length": 3, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 620808.1132595211, 580236.4463041686, 40571.6669553525, -7633.2852780144, 33171.4372568052, -40804.7225348198 ], [ 620.808113, 580.236446, 40.571667, -7.633285, 33.171437, -40.804723 ], [ 0.285659, 0.26699, 0.018669, -0.003654, 0.013182, -0.024124 ], [ 10, 10, 10, 10, 10, 10 ], [ -157389, -165010, -54682, -548541, -544859, -204319 ], [ 1.716787, 1.822076, 1.25313, 0.995811, 1.022463, 0.88186 ], [ 169, 84, 85, 169, 84, 85 ], [ 63, 28, 35, 63, 28, 35 ], [ 106, 56, 50, 106, 56, 50 ], [ 37.278107, 33.333333, 41.176471, 37.278107, 33.333333, 41.176471 ], [ 2.888563, 3.644153, 1.790186, 1.675491, 2.044926, 1.2598 ], [ 583530, 583530, 17528, 326196, 326196, 57306 ], [ -36893, -36893, -11972, -168069, -168069, -41072 ], [ 49, 96, 3, 49, 96, 3 ], [ 80, 174, 5, 80, 174, 5 ], [ 31, 58, 2, 31, 58, 2 ], [ 8435, 8133, 302, 8435, 8133, 302 ], [ 20.703899, 0, 52.203899, 20.703899, 0, 52.203899 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306518, 189228, -172093, -581509, -379577, -582028 ] ] }
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# | 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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