Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966631.2723 | 1006894.3965 | -40263.1242 | 96419.2846 | 306040.4835 | -209621.1989 |
Total P&L (%) | 966.6313 | 1006.8944 | -40.2631 | 96.4193 | 306.0405 | -209.6212 |
Avg Daily Profit (%) | 0.5156 | 0.5371 | -0.0215 | 0.036 | 0.0748 | 0 |
Buy And Hold Return (%) | 229.5947 | 229.5947 | 229.5947 | 229.5947 | 229.5947 | 229.5947 |
Max Trade Drawdown | -145445 | -138559 | -50881 | -1759789 | -1722533 | -480591 |
Profit Factor | 2.9038 | 3.7339 | 0.7112 | 1.0243 | 1.1087 | 0.8179 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 35.3535 | 34.6939 | 36 | 35.3535 | 34.6939 | 36 |
Ratio Avg Win / Avg Loss | 5.3099 | 7.0286 | 1.2644 | 1.873 | 2.0871 | 1.454 |
Largest Winning Trade | 957124 | 957124 | 20589 | 1223176 | 1223176 | 312810 |
Largest Losing Trade | -35362 | -35362 | -17262 | -454717 | -454717 | -335953 |
Avg Bars in Trades | 210 | 397 | 26 | 210 | 397 | 26 |
Avg Bars in Winners | 337 | 662 | 29 | 337 | 662 | 29 |
Avg Bars in Losers | 141 | 257 | 25 | 141 | 257 | 25 |
Bars Traded | 20848 | 19500 | 1348 | 20848 | 19500 | 1348 |
Profit Streak | 0 | 98.7902 | 0 | 0 | 98.7902 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317234 | 381945 | -764333 | -508662 | -260387 | -764333 |
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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": [ [ 966631.2723368478, 1006894.3965236722, -40263.1241868246, 96419.2846477886, 306040.4835117478, -209621.1988639588 ], [ 966.631272, 1006.894397, -40.263124, 96.419285, 306.040484, -209.621199 ], [ 0.515605, 0.537082, -0.021477, 0.036016, 0.074773, 0 ], [ 229.59467, 229.59467, 229.59467, 229.59467, 229.59467, 229.59467 ], [ -145445, -138559, -50881, -1759789, -1722533, -480591 ], [ 2.903839, 3.733949, 0.71124, 1.024317, 1.108749, 0.817869 ], [ 99, 49, 50, 99, 49, 50 ], [ 35, 17, 18, 35, 17, 18 ], [ 64, 32, 32, 64, 32, 32 ], [ 35.353535, 34.693878, 36, 35.353535, 34.693878, 36 ], [ 5.309877, 7.028611, 1.264426, 1.873036, 2.087057, 1.45399 ], [ 957124, 957124, 20589, 1223176, 1223176, 312810 ], [ -35362, -35362, -17262, -454717, -454717, -335953 ], [ 210, 397, 26, 210, 397, 26 ], [ 337, 662, 29, 337, 662, 29 ], [ 141, 257, 25, 141, 257, 25 ], [ 20848, 19500, 1348, 20848, 19500, 1348 ], [ 0, 98.79023, 0, 0, 98.79023, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317234, 381945, -764333, -508662, -260387, -764333 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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