Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84129.9805 | 63900.8006 | 20229.1799 | 81405.274 | 42633.0962 | 38772.1778 |
Total P&L (%) | 84.13 | 63.9008 | 20.2292 | 81.4053 | 42.6331 | 38.7722 |
Avg Daily Profit (%) | 1.6154 | 1.227 | 0.3884 | 1.1501 | 0.6842 | 0.6311 |
Buy And Hold Return (%) | 25.4962 | 25.4962 | 25.4962 | 25.4962 | 25.4962 | 25.4962 |
Max Trade Drawdown | -26928 | -35435 | -7198 | -60469 | -75362 | -13778 |
Profit Factor | 1.7229 | 1.7235 | 1.721 | 1.3972 | 1.2639 | 1.8936 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 43.0108 | 30.4348 | 55.3191 | 43.0108 | 30.4348 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.2828 | 3.9395 | 1.39 | 1.8514 | 2.889 | 1.5295 |
Largest Winning Trade | 56073 | 56073 | 8813 | 77769 | 77769 | 14745 |
Largest Losing Trade | -10815 | -10815 | -3780 | -24418 | -24418 | -6599 |
Avg Bars in Trades | 258 | 451 | 69 | 258 | 451 | 69 |
Avg Bars in Winners | 353 | 853 | 83 | 353 | 853 | 83 |
Avg Bars in Losers | 186 | 275 | 52 | 186 | 275 | 52 |
Bars Traded | 24029 | 20754 | 3275 | 24029 | 20754 | 3275 |
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 | 336634 | 116805 | -155404 | 265530 | -5932 | 127098 |
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{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 8, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 194, "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": [ [ 84129.9804935601, 63900.8005839145, 20229.1799096455, 81405.2740247274, 42633.0962108175, 38772.1778139098 ], [ 84.12998, 63.900801, 20.22918, 81.405274, 42.633096, 38.772178 ], [ 1.615399, 1.226974, 0.388425, 1.150119, 0.684176, 0.631137 ], [ 25.496183, 25.496183, 25.496183, 25.496183, 25.496183, 25.496183 ], [ -26928, -35435, -7198, -60469, -75362, -13778 ], [ 1.722898, 1.723512, 1.720965, 1.397246, 1.263922, 1.893629 ], [ 93, 46, 47, 93, 46, 47 ], [ 40, 14, 26, 40, 14, 26 ], [ 53, 32, 21, 53, 32, 21 ], [ 43.010753, 30.434783, 55.319149, 43.010753, 30.434783, 55.319149 ], [ 2.28284, 3.939457, 1.390011, 1.851351, 2.888964, 1.529469 ], [ 56073, 56073, 8813, 77769, 77769, 14745 ], [ -10815, -10815, -3780, -24418, -24418, -6599 ], [ 258, 451, 69, 258, 451, 69 ], [ 353, 853, 83, 353, 853, 83 ], [ 186, 275, 52, 186, 275, 52 ], [ 24029, 20754, 3275, 24029, 20754, 3275 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336634, 116805, -155404, 265530, -5932, 127098 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 8, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 194, "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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