Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986046.9462 | 1907031.4759 | 79015.4703 | 4735241.3464 | 996975.6246 | 3738265.7218 |
Total P&L (%) | 1986.0469 | 1907.0315 | 79.0155 | 4735.2413 | 996.9756 | 3738.2657 |
Avg Daily Profit (%) | 1.064 | 1.0216 | 0.0423 | 0.208 | 0.1284 | 0.1956 |
Buy And Hold Return (%) | 490.664 | 490.664 | 490.664 | 490.664 | 490.664 | 490.664 |
Max Trade Drawdown | -88490 | -91559 | -68917 | -5504273 | -4668813 | -2832748 |
Profit Factor | 3.727 | 6.0306 | 1.2263 | 1.1609 | 1.0608 | 1.2871 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 30.4348 | 25.9259 | 35 | 30.4348 | 25.9259 | 35 |
Ratio Avg Win / Avg Loss | 8.5189 | 17.2302 | 2.2774 | 2.6536 | 3.0308 | 2.3903 |
Largest Winning Trade | 1246907 | 1246907 | 63950 | 5909292 | 5909292 | 3334753 |
Largest Losing Trade | -23397 | -23397 | -23087 | -1219680 | -1219680 | -1141067 |
Avg Bars in Trades | 136 | 116 | 157 | 136 | 116 | 157 |
Avg Bars in Winners | 315 | 263 | 354 | 315 | 263 | 354 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 22037 | 9428 | 12609 | 22037 | 9428 | 12609 |
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 | 407213 | -18128 | -326691 | -41044 | -218119 | -16175 |
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{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "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": [ [ 1986046.9461944941, 1907031.4759338414, 79015.470260653, 4735241.346400466, 996975.6246341688, 3738265.7217662954 ], [ 1986.046946, 1907.031476, 79.01547, 4735.241346, 996.975625, 3738.265722 ], [ 1.063952, 1.021622, 0.04233, 0.207993, 0.128393, 0.195598 ], [ 490.664042, 490.664042, 490.664042, 490.664042, 490.664042, 490.664042 ], [ -88490, -91559, -68917, -5504273, -4668813, -2832748 ], [ 3.727038, 6.030582, 1.226281, 1.160937, 1.060785, 1.287089 ], [ 161, 81, 80, 161, 81, 80 ], [ 49, 21, 28, 49, 21, 28 ], [ 112, 60, 52, 112, 60, 52 ], [ 30.434783, 25.925926, 35, 30.434783, 25.925926, 35 ], [ 8.518945, 17.230233, 2.277379, 2.65357, 3.030814, 2.390309 ], [ 1246907, 1246907, 63950, 5909292, 5909292, 3334753 ], [ -23397, -23397, -23087, -1219680, -1219680, -1141067 ], [ 136, 116, 157, 136, 116, 157 ], [ 315, 263, 354, 315, 263, 354 ], [ 58, 64, 51, 58, 64, 51 ], [ 22037, 9428, 12609, 22037, 9428, 12609 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407213, -18128, -326691, -41044, -218119, -16175 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "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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