Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12566067.3998 | 12567841.6406 | -1774.2408 | 10630824.4829 | 11411367.5307 | -780543.0478 |
Total P&L (%) | 12566.0674 | 12567.8416 | -1.7742 | 10630.8245 | 11411.3675 | -780.543 |
Avg Daily Profit (%) | 6.7584 | 6.7593 | -0.001 | 0.2518 | 0.2556 | 0 |
Buy And Hold Return (%) | 6965.4923 | 6965.4923 | 6965.4923 | 6965.4923 | 6965.4923 | 6965.4923 |
Max Trade Drawdown | -219059 | -228308 | -23085 | -11537833 | -11938177 | -1810906 |
Profit Factor | 31.8032 | 37.9451 | 0.9738 | 1.4623 | 1.5839 | 0.7737 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 40.625 | 45.4545 | 43.0769 | 40.625 | 45.4545 |
Ratio Avg Win / Avg Loss | 42.0256 | 55.4582 | 1.1686 | 1.9324 | 2.3149 | 0.9285 |
Largest Winning Trade | 12032586 | 12032586 | 19519 | 12262029 | 12262029 | 1463523 |
Largest Losing Trade | -40625 | -40625 | -10131 | -3920880 | -3920880 | -727501 |
Avg Bars in Trades | 321 | 637 | 14 | 321 | 637 | 14 |
Avg Bars in Winners | 576 | 1222 | 16 | 576 | 1222 | 16 |
Avg Bars in Losers | 127 | 236 | 12 | 127 | 236 | 12 |
Bars Traded | 20867 | 20397 | 470 | 20867 | 20397 | 470 |
Profit Streak | 0 | 91.5442 | 0 | 0 | 91.5442 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122693 | 473726 | -580626 | -138349 | -977 | -582292 |
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 115, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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": [ [ 12566067.399789838, 12567841.640603704, -1774.2408138639, 10630824.482867574, 11411367.530666132, -780543.0477985563 ], [ 12566.0674, 12567.841641, -1.774241, 10630.824483, 11411.367531, -780.543048 ], [ 6.758385, 6.759339, -0.000954, 0.251789, 0.255575, 0 ], [ 6965.492282, 6965.492282, 6965.492282, 6965.492282, 6965.492282, 6965.492282 ], [ -219059, -228308, -23085, -11537833, -11938177, -1810906 ], [ 31.80317, 37.945051, 0.97382, 1.46234, 1.58388, 0.77372 ], [ 65, 32, 33, 65, 32, 33 ], [ 28, 13, 15, 28, 13, 15 ], [ 37, 19, 18, 37, 19, 18 ], [ 43.076923, 40.625, 45.454545, 43.076923, 40.625, 45.454545 ], [ 42.025617, 55.458152, 1.168584, 1.932378, 2.314901, 0.928465 ], [ 12032586, 12032586, 19519, 12262029, 12262029, 1463523 ], [ -40625, -40625, -10131, -3920880, -3920880, -727501 ], [ 321, 637, 14, 321, 637, 14 ], [ 576, 1222, 16, 576, 1222, 16 ], [ 127, 236, 12, 127, 236, 12 ], [ 20867, 20397, 470, 20867, 20397, 470 ], [ 0, 91.54423, 0, 0, 91.54423, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122693, 473726, -580626, -138349, -977, -582292 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 115, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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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