Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785206.003 | 744087.0801 | 41118.9229 | 748467.4318 | 820908.1405 | -72440.7087 |
Total P&L (%) | 785.206 | 744.0871 | 41.1189 | 748.4674 | 820.9081 | -72.4407 |
Avg Daily Profit (%) | 0.4259 | 0.4036 | 0.0223 | 0.116 | 0.1205 | -0.0699 |
Buy And Hold Return (%) | 198.6359 | 198.6359 | 198.6359 | 198.6359 | 198.6359 | 198.6359 |
Max Trade Drawdown | -149449 | -121489 | -66572 | -630602 | -325513 | -335897 |
Profit Factor | 2.5343 | 3.4861 | 1.1935 | 1.4357 | 1.8787 | 0.9075 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 37.4194 | 32.0513 | 42.8571 | 37.4194 | 32.0513 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2384 | 7.3906 | 1.5914 | 2.4011 | 3.9827 | 1.2101 |
Largest Winning Trade | 654868 | 654868 | 48114 | 629543 | 629543 | 253234 |
Largest Losing Trade | -25447 | -24430 | -25447 | -184670 | -86785 | -184670 |
Avg Bars in Trades | 45 | 60 | 31 | 45 | 60 | 31 |
Avg Bars in Winners | 91 | 141 | 53 | 91 | 141 | 53 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 7118 | 4716 | 2402 | 7118 | 4716 | 2402 |
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 | 304391 | -27440 | -380124 | -42152 | -71712 | -623847 |
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{ "first_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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": [ [ 785206.0030125452, 744087.0801193954, 41118.92289315, 748467.4317602663, 820908.1404916815, -72440.708731416 ], [ 785.206003, 744.08708, 41.118923, 748.467432, 820.90814, -72.440709 ], [ 0.425874, 0.403573, 0.022302, 0.116041, 0.12049, -0.069878 ], [ 198.635902, 198.635902, 198.635902, 198.635902, 198.635902, 198.635902 ], [ -149449, -121489, -66572, -630602, -325513, -335897 ], [ 2.534284, 3.486113, 1.193523, 1.435728, 1.878651, 0.907537 ], [ 155, 78, 77, 155, 78, 77 ], [ 58, 25, 33, 58, 25, 33 ], [ 97, 53, 44, 97, 53, 44 ], [ 37.419355, 32.051282, 42.857143, 37.419355, 32.051282, 42.857143 ], [ 4.238371, 7.390559, 1.591363, 2.40113, 3.98274, 1.21005 ], [ 654868, 654868, 48114, 629543, 629543, 253234 ], [ -25447, -24430, -25447, -184670, -86785, -184670 ], [ 45, 60, 31, 45, 60, 31 ], [ 91, 141, 53, 91, 141, 53 ], [ 18, 22, 14, 18, 22, 14 ], [ 7118, 4716, 2402, 7118, 4716, 2402 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304391, -27440, -380124, -42152, -71712, -623847 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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