Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144805.7726 | 181903.5891 | -37097.8165 | -71485.6772 | 90756.964 | -162242.6412 |
Total P&L (%) | 144.8058 | 181.9036 | -37.0978 | -71.4857 | 90.757 | -162.2426 |
Avg Daily Profit (%) | 0.139 | 0.1746 | -0.0356 | -0.1204 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238784 | -146233 | -166404 | -284150 | -65787 | -245475 |
Profit Factor | 1.1632 | 1.3907 | 0.912 | 0.9046 | 1.2775 | 0.6161 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 69.0763 | 70.1613 | 68 | 69.0763 | 70.1613 | 68 |
Ratio Avg Win / Avg Loss | 0.5208 | 0.5914 | 0.4292 | 0.405 | 0.5433 | 0.2899 |
Largest Winning Trade | 110855 | 110855 | 31801 | 47461 | 47461 | 32949 |
Largest Losing Trade | -73094 | -59667 | -73094 | -165367 | -42673 | -165367 |
Avg Bars in Trades | 99 | 147 | 51 | 99 | 147 | 51 |
Avg Bars in Winners | 54 | 76 | 31 | 54 | 76 | 31 |
Avg Bars in Losers | 199 | 314 | 92 | 199 | 314 | 92 |
Bars Traded | 24703 | 18271 | 6432 | 24703 | 18271 | 6432 |
Profit Streak | 18.719 | 18.719 | 18.7607 | 18.719 | 18.719 | 18.7607 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44557 | 372072 | -577055 | -575262 | -107871 | -577055 |
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{ "first_band": { "type": "kcl", "factors": { "length": 39, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 144805.7725867287, 181903.5891272047, -37097.8165404761, -71485.6772496818, 90756.9639656343, -162242.6412153159 ], [ 144.805773, 181.903589, -37.097817, -71.485677, 90.756964, -162.242641 ], [ 0.13902, 0.174635, -0.035615, -0.12039, 0.062022, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -238784, -146233, -166404, -284150, -65787, -245475 ], [ 1.163243, 1.390696, 0.91198, 0.904646, 1.277467, 0.616083 ], [ 249, 124, 125, 249, 124, 125 ], [ 172, 87, 85, 172, 87, 85 ], [ 77, 37, 40, 77, 37, 40 ], [ 69.076305, 70.16129, 68, 69.076305, 70.16129, 68 ], [ 0.520754, 0.591446, 0.429167, 0.404987, 0.543291, 0.289922 ], [ 110855, 110855, 31801, 47461, 47461, 32949 ], [ -73094, -59667, -73094, -165367, -42673, -165367 ], [ 99, 147, 51, 99, 147, 51 ], [ 54, 76, 31, 54, 76, 31 ], [ 199, 314, 92, 199, 314, 92 ], [ 24703, 18271, 6432, 24703, 18271, 6432 ], [ 18.719, 18.719, 18.760666, 18.719, 18.719, 18.760667 ], [ 11, 5, 6, 11, 5, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44557, 372072, -577055, -575262, -107871, -577055 ] ] }
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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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