Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232009.7119 | 1215677.0277 | 16332.6842 | 46006.8465 | -118358.794 | 164365.6405 |
Total P&L (%) | 1232.0097 | 1215.677 | 16.3327 | 46.0068 | -118.3588 | 164.3656 |
Avg Daily Profit (%) | 0.5324 | 0.5254 | 0.0071 | 0.0164 | 0 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154810 | -183339 | -67210 | -1118654 | -1295882 | -292596 |
Profit Factor | 2.5629 | 3.3343 | 1.0611 | 1.018 | 0.9361 | 1.232 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 47.3684 | 37.8788 | 56.7164 | 47.3684 | 37.8788 | 56.7164 |
Ratio Avg Win / Avg Loss | 2.8477 | 5.4683 | 0.8098 | 1.1311 | 1.5352 | 0.9402 |
Largest Winning Trade | 1149474 | 1149474 | 55909 | 520771 | 520771 | 273351 |
Largest Losing Trade | -59382 | -48622 | -59382 | -271547 | -271547 | -246951 |
Avg Bars in Trades | 65 | 112 | 19 | 65 | 112 | 19 |
Avg Bars in Winners | 87 | 188 | 20 | 87 | 188 | 20 |
Avg Bars in Losers | 46 | 65 | 18 | 46 | 65 | 18 |
Bars Traded | 8736 | 7403 | 1333 | 8736 | 7403 | 1333 |
Profit Streak | 94.1343 | 94.1343 | 158.6343 | 94.1343 | 94.1343 | 158.6343 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595304 | -111019 | -461939 | -372676 | -706213 | -252955 |
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "fwma", "factors": { "length": 20, "offset": 33 } } }
{ "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": [ [ 1232009.7118631497, 1215677.0277068738, 16332.6841562758, 46006.8464901288, -118358.7939877996, 164365.6404779279 ], [ 1232.009712, 1215.677028, 16.332684, 46.006846, -118.358794, 164.36564 ], [ 0.532416, 0.525357, 0.007058, 0.016358, 0, 0.042021 ], [ 10, 10, 10, 10, 10, 10 ], [ -154810, -183339, -67210, -1118654, -1295882, -292596 ], [ 2.562912, 3.334333, 1.061057, 1.017967, 0.936092, 1.231963 ], [ 133, 66, 67, 133, 66, 67 ], [ 63, 25, 38, 63, 25, 38 ], [ 70, 41, 29, 70, 41, 29 ], [ 47.368421, 37.878788, 56.716418, 47.368421, 37.878788, 56.716418 ], [ 2.84768, 5.468306, 0.809754, 1.131075, 1.535191, 0.940182 ], [ 1149474, 1149474, 55909, 520771, 520771, 273351 ], [ -59382, -48622, -59382, -271547, -271547, -246951 ], [ 65, 112, 19, 65, 112, 19 ], [ 87, 188, 20, 87, 188, 20 ], [ 46, 65, 18, 46, 65, 18 ], [ 8736, 7403, 1333, 8736, 7403, 1333 ], [ 94.134273, 94.134273, 158.634273, 94.134274, 94.134274, 158.634274 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 595304, -111019, -461939, -372676, -706213, -252955 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "fwma", "factors": { "length": 20, "offset": 33 } } }
# | 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) |
---|