Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5613105.4608 | 5662914.3918 | -49808.931 | 1282825.4591 | 2751465.898 | -1468640.4388 |
Total P&L (%) | 5613.1055 | 5662.9144 | -49.8089 | 1282.8255 | 2751.4659 | -1468.6404 |
Avg Daily Profit (%) | 3.296 | 3.3253 | -0.0292 | 0.1544 | 0.1969 | 0 |
Buy And Hold Return (%) | 2144.9704 | 2144.9704 | 2144.9704 | 2144.9704 | 2144.9704 | 2144.9704 |
Max Trade Drawdown | -150317 | -113496 | -73589 | -11023922 | -9299145 | -4368915 |
Profit Factor | 13.0822 | 19.3825 | 0.6818 | 1.0516 | 1.1578 | 0.8028 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 35.4839 | 50 | 42.8571 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 17.443 | 35.241 | 0.6818 | 1.4021 | 2.1051 | 0.8028 |
Largest Winning Trade | 5618894 | 5618894 | 41437 | 6030842 | 6030842 | 2756526 |
Largest Losing Trade | -35819 | -35819 | -25529 | -3770164 | -3770164 | -2183093 |
Avg Bars in Trades | 308 | 534 | 88 | 308 | 534 | 88 |
Avg Bars in Winners | 481 | 1047 | 93 | 481 | 1047 | 93 |
Avg Bars in Losers | 177 | 252 | 83 | 177 | 252 | 83 |
Bars Traded | 19404 | 16575 | 2829 | 19404 | 16575 | 2829 |
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 | -133646 | 531725 | -580810 | -476006 | -121324 | -580810 |
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{ "first_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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": [ [ 5613105.460755442, 5662914.391759866, -49808.9310044262, 1282825.4591204633, 2751465.8979529613, -1468640.4388324993 ], [ 5613.105461, 5662.914392, -49.808931, 1282.825459, 2751.465898, -1468.640439 ], [ 3.29601, 3.325258, -0.029248, 0.154359, 0.19693, 0 ], [ 2144.970414, 2144.970414, 2144.970414, 2144.970414, 2144.970414, 2144.970414 ], [ -150317, -113496, -73589, -11023922, -9299145, -4368915 ], [ 13.082236, 19.382537, 0.681764, 1.051551, 1.157796, 0.802812 ], [ 63, 31, 32, 63, 31, 32 ], [ 27, 11, 16, 27, 11, 16 ], [ 36, 20, 16, 36, 20, 16 ], [ 42.857143, 35.483871, 50, 42.857143, 35.483871, 50 ], [ 17.442982, 35.240976, 0.681764, 1.402067, 2.105083, 0.802812 ], [ 5618894, 5618894, 41437, 6030842, 6030842, 2756526 ], [ -35819, -35819, -25529, -3770164, -3770164, -2183093 ], [ 308, 534, 88, 308, 534, 88 ], [ 481, 1047, 93, 481, 1047, 93 ], [ 177, 252, 83, 177, 252, 83 ], [ 19404, 16575, 2829, 19404, 16575, 2829 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133646, 531725, -580810, -476006, -121324, -580810 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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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