Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819309.1281 | 720647.677 | 98661.4511 | 375846.8945 | -604227.1423 | 980074.0368 |
Total P&L (%) | 819.3091 | 720.6477 | 98.6615 | 375.8469 | -604.2271 | 980.074 |
Avg Daily Profit (%) | 0.4423 | 0.389 | 0.0533 | 0.0843 | 0 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103516 | -80628 | -80549 | -2167921 | -1365257 | -1499324 |
Profit Factor | 2.2043 | 2.9755 | 1.3127 | 1.049 | 0.8573 | 1.2847 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 35.1351 | 28.5714 | 41.8182 | 35.1351 | 28.5714 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.0694 | 7.4387 | 1.8263 | 1.9365 | 2.1432 | 1.7874 |
Largest Winning Trade | 688239 | 688239 | 65631 | 893500 | 713912 | 893500 |
Largest Losing Trade | -33311 | -33311 | -26420 | -502852 | -419934 | -502852 |
Avg Bars in Trades | 96 | 79 | 114 | 96 | 79 | 114 |
Avg Bars in Winners | 185 | 165 | 199 | 185 | 165 | 199 |
Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
Bars Traded | 10748 | 4458 | 6290 | 10748 | 4458 | 6290 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317426 | -179070 | -303753 | -251517 | -772407 | -203126 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 819309.128092005, 720647.6770095683, 98661.451082437, 375846.8944878241, -604227.1422874598, 980074.0367752842 ], [ 819.309128, 720.647677, 98.661451, 375.846894, -604.227142, 980.074037 ], [ 0.442313, 0.389049, 0.053263, 0.08425, 0, 0.128549 ], [ 10, 10, 10, 10, 10, 10 ], [ -103516, -80628, -80549, -2167921, -1365257, -1499324 ], [ 2.204256, 2.975496, 1.312664, 1.048961, 0.857285, 1.284687 ], [ 111, 56, 55, 111, 56, 55 ], [ 39, 16, 23, 39, 16, 23 ], [ 72, 40, 32, 72, 40, 32 ], [ 35.135135, 28.571429, 41.818182, 35.135135, 28.571429, 41.818182 ], [ 4.069396, 7.438741, 1.826315, 1.936544, 2.143211, 1.78739 ], [ 688239, 688239, 65631, 893500, 713912, 893500 ], [ -33311, -33311, -26420, -502852, -419934, -502852 ], [ 96, 79, 114, 96, 79, 114 ], [ 185, 165, 199, 185, 165, 199 ], [ 48, 45, 52, 48, 45, 52 ], [ 10748, 4458, 6290, 10748, 4458, 6290 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317426, -179070, -303753, -251517, -772407, -203126 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 2 } } }
# | 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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