Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186179.4742 | 177882.6013 | 8296.8729 | 68062.9461 | 27362.7941 | 40700.152 |
Total P&L (%) | 186.1795 | 177.8826 | 8.2969 | 68.0629 | 27.3628 | 40.7002 |
Avg Daily Profit (%) | 0.1787 | 0.1708 | 0.008 | 0.0499 | 0.0232 | 0.0328 |
Buy And Hold Return (%) | 35.3957 | 35.3957 | 35.3957 | 35.3957 | 35.3957 | 35.3957 |
Max Trade Drawdown | -86155 | -80376 | -23326 | -229985 | -225996 | -40883 |
Profit Factor | 1.4787 | 1.5658 | 1.1113 | 1.0854 | 1.0408 | 1.3223 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 55.4348 | 50 | 60.8696 | 55.4348 | 50 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.1887 | 1.5658 | 0.7144 | 0.8726 | 1.0408 | 0.85 |
Largest Winning Trade | 105596 | 105596 | 15304 | 142988 | 142988 | 37304 |
Largest Losing Trade | -38529 | -38529 | -17767 | -119959 | -119959 | -34003 |
Avg Bars in Trades | 263 | 476 | 51 | 263 | 476 | 51 |
Avg Bars in Winners | 259 | 523 | 42 | 259 | 523 | 42 |
Avg Bars in Losers | 268 | 429 | 63 | 268 | 429 | 63 |
Bars Traded | 24270 | 21919 | 2351 | 24270 | 21919 | 2351 |
Profit Streak | 0 | 0 | 49.96 | 0 | 0 | 49.96 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302576 | 322113 | -445680 | -261003 | -503175 | -267644 |
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{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.75306 } } }
{ "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": [ [ 186179.4742119766, 177882.601331986, 8296.8728799906, 68062.9460940586, 27362.794098791, 40700.1519952676 ], [ 186.179474, 177.882601, 8.296873, 68.062946, 27.362794, 40.700152 ], [ 0.178732, 0.170767, 0.007965, 0.049852, 0.023222, 0.032786 ], [ 35.395683, 35.395683, 35.395683, 35.395683, 35.395683, 35.395683 ], [ -86155, -80376, -23326, -229985, -225996, -40883 ], [ 1.478668, 1.56577, 1.1113, 1.085437, 1.040818, 1.322286 ], [ 92, 46, 46, 92, 46, 46 ], [ 51, 23, 28, 51, 23, 28 ], [ 41, 23, 18, 41, 23, 18 ], [ 55.434783, 50, 60.869565, 55.434783, 50, 60.869565 ], [ 1.188733, 1.56577, 0.714407, 0.872606, 1.040818, 0.850041 ], [ 105596, 105596, 15304, 142988, 142988, 37304 ], [ -38529, -38529, -17767, -119959, -119959, -34003 ], [ 263, 476, 51, 263, 476, 51 ], [ 259, 523, 42, 259, 523, 42 ], [ 268, 429, 63, 268, 429, 63 ], [ 24270, 21919, 2351, 24270, 21919, 2351 ], [ 0, 0, 49.960039, 0, 0, 49.960039 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302576, 322113, -445680, -261003, -503175, -267644 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.75306 } } }
# | 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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