Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43133.1208 | -13516.6547 | 56649.7755 | 19821.9737 | -17419.7636 | 37241.7373 |
Total P&L (%) | 43.1331 | -13.5167 | 56.6498 | 19.822 | -17.4198 | 37.2417 |
Avg Daily Profit (%) | 0.1656 | -0.0519 | 0.2175 | 0.0695 | -0.0735 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39210 | -12825 | -34028 | -81438 | -18855 | -73624 |
Profit Factor | 1.3396 | 0.5703 | 1.593 | 1.0963 | 0.5998 | 1.2295 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 47.0588 | 48.4848 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.4652 | 0.6416 | 1.6925 | 1.1991 | 0.6748 | 1.3064 |
Largest Winning Trade | 34617 | 7435 | 34617 | 41732 | 10321 | 41732 |
Largest Losing Trade | -30063 | -8377 | -30063 | -59425 | -10025 | -59425 |
Avg Bars in Trades | 354 | 5 | 713 | 354 | 5 | 713 |
Avg Bars in Winners | 310 | 4 | 616 | 310 | 4 | 616 |
Avg Bars in Losers | 394 | 6 | 805 | 394 | 6 | 805 |
Bars Traded | 23736 | 177 | 23559 | 23736 | 177 | 23559 |
Profit Streak | 0 | 0 | 10.69 | 0 | 0 | 10.69 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117834 | -583056 | 306156 | -345298 | -583056 | -34799 |
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{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 70, "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": [ [ 43133.1207617942, -13516.6547169219, 56649.7754787162, 19821.9737166267, -17419.7635696354, 37241.7372862621 ], [ 43.133121, -13.516655, 56.649775, 19.821974, -17.419764, 37.241737 ], [ 0.165629, -0.051903, 0.217532, 0.069465, -0.07347, 0.121637 ], [ 10, 10, 10, 10, 10, 10 ], [ -39210, -12825, -34028, -81438, -18855, -73624 ], [ 1.339644, 0.570305, 1.592952, 1.096333, 0.59979, 1.229548 ], [ 67, 34, 33, 67, 34, 33 ], [ 32, 16, 16, 32, 16, 16 ], [ 35, 18, 17, 35, 18, 17 ], [ 47.761194, 47.058824, 48.484848, 47.761194, 47.058824, 48.484848 ], [ 1.465236, 0.641593, 1.692511, 1.199114, 0.674764, 1.306395 ], [ 34617, 7435, 34617, 41732, 10321, 41732 ], [ -30063, -8377, -30063, -59425, -10025, -59425 ], [ 354, 5, 713, 354, 5, 713 ], [ 310, 4, 616, 310, 4, 616 ], [ 394, 6, 805, 394, 6, 805 ], [ 23736, 177, 23559, 23736, 177, 23559 ], [ 0, 0, 10.690004, 0, 0, 10.690004 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117834, -583056, 306156, -345298, -583056, -34799 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 11, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 70, "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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