Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1927604.053 | 1900549.3759 | 27054.6771 | 260972.4956 | 258011.467 | 2961.0286 |
Total P&L (%) | 1927.6041 | 1900.5494 | 27.0547 | 260.9725 | 258.0115 | 2.961 |
Avg Daily Profit (%) | 1.0394 | 1.0248 | 0.0146 | 0.0692 | 0.0688 | 0.0016 |
Buy And Hold Return (%) | 59.9383 | 59.9383 | 59.9383 | 59.9383 | 59.9383 | 59.9383 |
Max Trade Drawdown | -124255 | -123251 | -63938 | -2143214 | -2117529 | -901140 |
Profit Factor | 4.477 | 7.4031 | 1.105 | 1.0348 | 1.0651 | 1.0008 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 38.0531 | 29.8246 | 46.4286 | 38.0531 | 29.8246 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.2881 | 17.4191 | 1.275 | 1.6846 | 2.5062 | 1.1548 |
Largest Winning Trade | 1911426 | 1911426 | 54095 | 1911426 | 1911426 | 783498 |
Largest Losing Trade | -36123 | -36123 | -31305 | -557938 | -557938 | -504277 |
Avg Bars in Trades | 61 | 52 | 71 | 61 | 52 | 71 |
Avg Bars in Winners | 109 | 112 | 107 | 109 | 112 | 107 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 6958 | 2972 | 3986 | 6958 | 2972 | 3986 |
Profit Streak | 56.404 | 59.904 | 0 | 56.404 | 59.904 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612031 | -166434 | -625561 | -287292 | -439118 | -757535 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1927604.0529730755, 1900549.3758617893, 27054.6771112869, 260972.4955599615, 258011.4669581877, 2961.0286017723 ], [ 1927.604053, 1900.549376, 27.054677, 260.972496, 258.011467, 2.961029 ], [ 1.03942, 1.024831, 0.014589, 0.069241, 0.068797, 0.001574 ], [ 59.938257, 59.938257, 59.938257, 59.938257, 59.938257, 59.938257 ], [ -124255, -123251, -63938, -2143214, -2117529, -901140 ], [ 4.477006, 7.40313, 1.105038, 1.034819, 1.065136, 1.000838 ], [ 113, 57, 56, 113, 57, 56 ], [ 43, 17, 26, 43, 17, 26 ], [ 70, 40, 30, 70, 40, 30 ], [ 38.053097, 29.824561, 46.428571, 38.053097, 29.824561, 46.428571 ], [ 7.288149, 17.419129, 1.275044, 1.684589, 2.506202, 1.154813 ], [ 1911426, 1911426, 54095, 1911426, 1911426, 783498 ], [ -36123, -36123, -31305, -557938, -557938, -504277 ], [ 61, 52, 71, 61, 52, 71 ], [ 109, 112, 107, 109, 112, 107 ], [ 32, 26, 39, 32, 26, 39 ], [ 6958, 2972, 3986, 6958, 2972, 3986 ], [ 56.403959, 59.903959, 0, 56.403959, 59.903959, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 612031, -166434, -625561, -287292, -439118, -757535 ] ] }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 5 } } }
# | 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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