Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388251.8184 | 318054.327 | 70197.4913 | 366846.899 | 386639.3512 | -19792.4522 |
Total P&L (%) | 388.2518 | 318.0543 | 70.1975 | 366.8469 | 386.6394 | -19.7925 |
Avg Daily Profit (%) | 0.3727 | 0.3053 | 0.0674 | 0.148 | 0.152 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65943 | -49893 | -59172 | -614488 | -374630 | -266737 |
Profit Factor | 2.0169 | 3.316 | 1.2871 | 1.2626 | 1.6781 | 0.9761 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 41.1111 | 35.5556 | 46.6667 | 41.1111 | 35.5556 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.889 | 6.0102 | 1.471 | 1.8086 | 3.0416 | 1.1155 |
Largest Winning Trade | 284200 | 284200 | 49063 | 652042 | 652042 | 252249 |
Largest Losing Trade | -31559 | -16285 | -31559 | -266737 | -164417 | -266737 |
Avg Bars in Trades | 271 | 131 | 410 | 271 | 131 | 410 |
Avg Bars in Winners | 478 | 237 | 662 | 478 | 237 | 662 |
Avg Bars in Losers | 126 | 73 | 191 | 126 | 73 | 191 |
Bars Traded | 24418 | 5927 | 18492 | 24418 | 5927 | 18492 |
Profit Streak | 0 | 0 | 81.1448 | 0 | 0 | 81.1448 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349685 | 335156 | -103216 | 83359 | 174197 | -579379 |
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{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 115, "offset": 139, "scalar": 4 } } }
{ "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": [ [ 388251.8183708457, 318054.3270213189, 70197.4913495267, 366846.8990311825, 386639.3512049409, -19792.4521737584 ], [ 388.251818, 318.054327, 70.197491, 366.846899, 386.639351, -19.792452 ], [ 0.372721, 0.305331, 0.067389, 0.148029, 0.152021, -0.021171 ], [ 10, 10, 10, 10, 10, 10 ], [ -65943, -49893, -59172, -614488, -374630, -266737 ], [ 2.01685, 3.315988, 1.28712, 1.2626, 1.678139, 0.976062 ], [ 90, 45, 45, 90, 45, 45 ], [ 37, 16, 21, 37, 16, 21 ], [ 53, 29, 24, 53, 29, 24 ], [ 41.111111, 35.555556, 46.666667, 41.111111, 35.555556, 46.666667 ], [ 2.889002, 6.010228, 1.470994, 1.808589, 3.041626, 1.1155 ], [ 284200, 284200, 49063, 652042, 652042, 252249 ], [ -31559, -16285, -31559, -266737, -164417, -266737 ], [ 271, 131, 410, 271, 131, 410 ], [ 478, 237, 662, 478, 237, 662 ], [ 126, 73, 191, 126, 73, 191 ], [ 24418, 5927, 18492, 24418, 5927, 18492 ], [ 0, 0, 81.144758, 0, 0, 81.144758 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349685, 335156, -103216, 83359, 174197, -579379 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 115, "offset": 139, "scalar": 4 } } }
# | 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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