Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -790571.0299 | 3242.4353 | -793813.4651 | 1022179.6566 | -1276892.3841 | 2299072.0407 |
Total P&L (%) | -790.571 | 3.2424 | -793.8135 | 1022.1797 | -1276.8924 | 2299.072 |
Avg Daily Profit (%) | -0.4336 | 0.0018 | -0.4354 | 0.1327 | 0 | 0.1744 |
Buy And Hold Return (%) | 161.3877 | 161.3877 | 161.3877 | 161.3877 | 161.3877 | 161.3877 |
Max Trade Drawdown | -819078 | -63927 | -777977 | -1045442 | -1345278 | -429259 |
Profit Factor | 0.3948 | 1.0165 | 0.285 | 1.2738 | 0.3957 | 2.4192 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 13 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.5118 | 1.6095 | 0.304 | 1.6513 | 0.5479 | 2.9376 |
Largest Winning Trade | 76311 | 61296 | 76311 | 2273673 | 305514 | 2273673 |
Largest Losing Trade | -595182 | -29624 | -595182 | -596003 | -596003 | -347559 |
Avg Bars in Trades | 100 | 34 | 165 | 100 | 34 | 165 |
Avg Bars in Winners | 102 | 23 | 165 | 94 | 38 | 145 |
Avg Bars in Losers | 98 | 41 | 165 | 104 | 31 | 181 |
Bars Traded | 6200 | 1076 | 5124 | 6200 | 1076 | 5124 |
Profit Streak | 56.3153 | 0 | 75.3153 | 56.3153 | 0 | 75.3153 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741503 | -561872 | -580887 | -175589 | -583954 | 398325 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -790571.0298746546, 3242.4352735224, -793813.4651481771, 1022179.6566269598, -1276892.384095654, 2299072.040722614 ], [ -790.57103, 3.242435, -793.813465, 1022.179657, -1276.892384, 2299.072041 ], [ -0.433605, 0.001778, -0.435384, 0.132701, 0, 0.174438 ], [ 161.387682, 161.387682, 161.387682, 161.387682, 161.387682, 161.387682 ], [ -819078, -63927, -777977, -1045442, -1345278, -429259 ], [ 0.3948, 1.016534, 0.284977, 1.273826, 0.39568, 2.419173 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 12, 15, 27, 13, 14 ], [ 35, 19, 16, 35, 18, 17 ], [ 43.548387, 38.709677, 48.387097, 43.548387, 41.935484, 45.16129 ], [ 0.511778, 1.609513, 0.303975, 1.651256, 0.547865, 2.937568 ], [ 76311, 61296, 76311, 2273673, 305514, 2273673 ], [ -595182, -29624, -595182, -596003, -596003, -347559 ], [ 100, 34, 165, 100, 34, 165 ], [ 102, 23, 165, 94, 38, 145 ], [ 98, 41, 165, 104, 31, 181 ], [ 6200, 1076, 5124, 6200, 1076, 5124 ], [ 56.31527, 0, 75.31527, 56.31527, 0, 75.31527 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -741503, -561872, -580887, -175589, -583954, 398325 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 1 } } }
# | 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) |
---|