Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715545.8488 | 657999.6508 | 57546.198 | 233837.957 | 161367.3093 | 72470.6477 |
Total P&L (%) | 715.5458 | 657.9997 | 57.5462 | 233.838 | 161.3673 | 72.4706 |
Avg Daily Profit (%) | 0.3822 | 0.3514 | 0.0307 | 0.0644 | 0.0513 | 0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151155 | -101355 | -68281 | -638007 | -553954 | -233373 |
Profit Factor | 2.4233 | 3.2054 | 1.2815 | 1.124 | 1.1407 | 1.0981 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 45.5556 | 40 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.8961 | 4.8081 | 1.2258 | 1.3433 | 1.711 | 1.0504 |
Largest Winning Trade | 683567 | 683567 | 54369 | 671848 | 671848 | 115252 |
Largest Losing Trade | -38847 | -38847 | -29727 | -186473 | -186473 | -117590 |
Avg Bars in Trades | 121 | 145 | 98 | 121 | 145 | 98 |
Avg Bars in Winners | 164 | 222 | 118 | 164 | 222 | 118 |
Avg Bars in Losers | 86 | 94 | 77 | 86 | 94 | 77 |
Bars Traded | 10976 | 6552 | 4424 | 10976 | 6552 | 4424 |
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 | 458048 | 418881 | -152475 | -192560 | -192886 | -266391 |
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{ "first_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 71, "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": [ [ 715545.8488275859, 657999.6507904325, 57546.198037154, 233837.9569658603, 161367.309285914, 72470.6476799461 ], [ 715.545849, 657.999651, 57.546198, 233.837957, 161.367309, 72.470648 ], [ 0.382169, 0.351434, 0.030735, 0.064405, 0.051327, 0.029115 ], [ 10, 10, 10, 10, 10, 10 ], [ -151155, -101355, -68281, -638007, -553954, -233373 ], [ 2.423254, 3.2054, 1.281544, 1.123989, 1.140657, 1.098102 ], [ 90, 45, 45, 90, 45, 45 ], [ 41, 18, 23, 41, 18, 23 ], [ 49, 27, 22, 49, 27, 22 ], [ 45.555556, 40, 51.111111, 45.555556, 40, 51.111111 ], [ 2.896084, 4.8081, 1.225825, 1.343304, 1.710986, 1.050359 ], [ 683567, 683567, 54369, 671848, 671848, 115252 ], [ -38847, -38847, -29727, -186473, -186473, -117590 ], [ 121, 145, 98, 121, 145, 98 ], [ 164, 222, 118, 164, 222, 118 ], [ 86, 94, 77, 86, 94, 77 ], [ 10976, 6552, 4424, 10976, 6552, 4424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458048, 418881, -152475, -192560, -192886, -266391 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 151, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 71, "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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