Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -100109.2307 | 155233.0634 | -255342.2941 | 5224555.433 | 675598.2873 | 4548957.1457 |
Total P&L (%) | -100.1092 | 155.2331 | -255.3423 | 5224.5554 | 675.5983 | 4548.9571 |
Avg Daily Profit (%) | -0.053 | 0.0823 | -0.1353 | 0.2108 | 0.1086 | 0.2036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -380977 | -52575 | -377898 | -3833091 | -1155335 | -3282123 |
Profit Factor | 0.87 | 2.5613 | 0.6192 | 1.6347 | 1.2634 | 1.8028 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 23 | 21 | 36 | 18 | 18 |
Losing Trades | 29 | 14 | 15 | 37 | 19 | 18 |
Profitability (%) | 60.274 | 62.1622 | 58.3333 | 49.3151 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 0.5734 | 1.559 | 0.4423 | 1.6801 | 1.3335 | 1.8028 |
Largest Winning Trade | 53740 | 49139 | 53740 | 5497935 | 991073 | 5497935 |
Largest Losing Trade | -377898 | -38596 | -377898 | -691621 | -502635 | -691621 |
Avg Bars in Trades | 141 | 30 | 256 | 141 | 30 | 256 |
Avg Bars in Winners | 112 | 30 | 203 | 132 | 25 | 238 |
Avg Bars in Losers | 185 | 29 | 329 | 150 | 34 | 273 |
Bars Traded | 10332 | 1110 | 9222 | 10332 | 1110 | 9222 |
Profit Streak | 232.4829 | 233.3163 | 232.4829 | 232.4829 | 233.3163 | 232.4829 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653947 | -75271 | -578320 | -63820 | -46851 | 463153 |
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{ "first_band": { "type": "kcu", "factors": { "length": 170, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 72 } } }
{ "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": [ [ -100109.2306977642, 155233.0633853556, -255342.2940831198, 5224555.432993585, 675598.2872750191, 4548957.145718567 ], [ -100.109231, 155.233063, -255.342294, 5224.555433, 675.598287, 4548.957146 ], [ -0.053043, 0.08225, -0.135293, 0.210832, 0.108597, 0.203628 ], [ 10, 10, 10, 10, 10, 10 ], [ -380977, -52575, -377898, -3833091, -1155335, -3282123 ], [ 0.86999, 2.561293, 0.619226, 1.634659, 1.263352, 1.802754 ], [ 73, 37, 36, 73, 37, 36 ], [ 44, 23, 21, 36, 18, 18 ], [ 29, 14, 15, 37, 19, 18 ], [ 60.273973, 62.162162, 58.333333, 49.315068, 48.648649, 50 ], [ 0.573403, 1.559048, 0.442304, 1.680066, 1.333539, 1.802754 ], [ 53740, 49139, 53740, 5497935, 991073, 5497935 ], [ -377898, -38596, -377898, -691621, -502635, -691621 ], [ 141, 30, 256, 141, 30, 256 ], [ 112, 30, 203, 132, 25, 238 ], [ 185, 29, 329, 150, 34, 273 ], [ 10332, 1110, 9222, 10332, 1110, 9222 ], [ 232.482925, 233.316258, 232.482925, 232.482925, 233.316258, 232.482925 ], [ 9, 5, 4, 9, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -653947, -75271, -578320, -63820, -46851, 463153 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 170, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 72 } } }
# | 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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