Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80006.2404 | 26993.2595 | 53012.9809 | 70867.0647 | 62373.4478 | 8493.6169 |
Total P&L (%) | 80.0062 | 26.9933 | 53.013 | 70.8671 | 62.3734 | 8.4936 |
Avg Daily Profit (%) | 0.3072 | 0.1037 | 0.2036 | 0.2059 | 0.1863 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61804 | -21260 | -76149 | -148309 | -25052 | -182846 |
Profit Factor | 1.4776 | 1.4941 | 1.4696 | 1.2032 | 1.7147 | 1.0325 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 67.0588 | 57.1429 | 76.7442 | 67.0588 | 57.1429 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.7258 | 1.1206 | 0.4453 | 0.5911 | 1.286 | 0.3129 |
Largest Winning Trade | 15409 | 15213 | 15409 | 33149 | 33149 | 26778 |
Largest Losing Trade | -29019 | -11954 | -29019 | -75778 | -14091 | -75778 |
Avg Bars in Trades | 287 | 90 | 481 | 287 | 90 | 481 |
Avg Bars in Winners | 246 | 61 | 380 | 246 | 61 | 380 |
Avg Bars in Losers | 372 | 128 | 811 | 372 | 128 | 811 |
Bars Traded | 24471 | 3787 | 20685 | 24471 | 3787 | 20685 |
Profit Streak | 9.3154 | 9.3154 | 41.107 | 9.3154 | 9.3154 | 41.107 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392685 | -56470 | 348903 | 301151 | 337480 | -499581 |
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{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 80006.2404243721, 26993.2595026974, 53012.9809216745, 70867.0646705937, 62373.4477571106, 8493.616913483 ], [ 80.00624, 26.99326, 53.012981, 70.867065, 62.373448, 8.493617 ], [ 0.30722, 0.103653, 0.203567, 0.205924, 0.186307, 0.031309 ], [ 10, 10, 10, 10, 10, 10 ], [ -61804, -21260, -76149, -148309, -25052, -182846 ], [ 1.477601, 1.494102, 1.469615, 1.203208, 1.714729, 1.032484 ], [ 85, 42, 43, 85, 42, 43 ], [ 57, 24, 33, 57, 24, 33 ], [ 28, 18, 10, 28, 18, 10 ], [ 67.058824, 57.142857, 76.744186, 67.058824, 57.142857, 76.744186 ], [ 0.725839, 1.120576, 0.445338, 0.59105, 1.286047, 0.312874 ], [ 15409, 15213, 15409, 33149, 33149, 26778 ], [ -29019, -11954, -29019, -75778, -14091, -75778 ], [ 287, 90, 481, 287, 90, 481 ], [ 246, 61, 380, 246, 61, 380 ], [ 372, 128, 811, 372, 128, 811 ], [ 24471, 3787, 20685, 24471, 3787, 20685 ], [ 9.315364, 9.315364, 41.10703, 9.315364, 9.315364, 41.107031 ], [ 3, 1, 7, 3, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392685, -56470, 348903, 301151, 337480, -499581 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 3 } } }
# | 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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