Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624571.1357 | 697759.5048 | -73188.3691 | -39390.5691 | 172195.7568 | -211586.3259 |
Total P&L (%) | 624.5711 | 697.7595 | -73.1884 | -39.3906 | 172.1958 | -211.5863 |
Avg Daily Profit (%) | 0.2867 | 0.3203 | -0.0336 | -0.023 | 0.046 | 0 |
Buy And Hold Return (%) | 127.4857 | 127.4857 | 127.4857 | 127.4857 | 127.4857 | 127.4857 |
Max Trade Drawdown | -230796 | -177759 | -109216 | -1462123 | -1434209 | -519146 |
Profit Factor | 1.7346 | 2.1306 | 0.6859 | 0.9894 | 1.0596 | 0.7468 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 50.5155 | 50 | 51.0204 | 50.5155 | 50 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.6992 | 2.1306 | 0.6585 | 0.9692 | 1.0596 | 0.717 |
Largest Winning Trade | 275054 | 275054 | 18058 | 713595 | 713595 | 115112 |
Largest Losing Trade | -68739 | -68739 | -43636 | -617499 | -617499 | -329906 |
Avg Bars in Trades | 66 | 127 | 7 | 66 | 127 | 7 |
Avg Bars in Winners | 66 | 130 | 5 | 66 | 130 | 5 |
Avg Bars in Losers | 67 | 125 | 8 | 67 | 125 | 8 |
Bars Traded | 6488 | 6141 | 348 | 6488 | 6141 | 348 |
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 | 394881 | 438796 | -580271 | -580452 | -343109 | -580271 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } } }
{ "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": [ [ 624571.1357488431, 697759.5048156362, -73188.3690667925, -39390.5690951792, 172195.756773769, -211586.325868948 ], [ 624.571136, 697.759505, -73.188369, -39.390569, 172.195757, -211.586326 ], [ 0.286675, 0.320269, -0.033593, -0.02298, 0.045972, 0 ], [ 127.485685, 127.485685, 127.485685, 127.485685, 127.485685, 127.485685 ], [ -230796, -177759, -109216, -1462123, -1434209, -519146 ], [ 1.734633, 2.130589, 0.685909, 0.989432, 1.059553, 0.746827 ], [ 97, 48, 49, 97, 48, 49 ], [ 49, 24, 25, 49, 24, 25 ], [ 48, 24, 24, 48, 24, 24 ], [ 50.515464, 50, 51.020408, 50.515464, 50, 51.020408 ], [ 1.699232, 2.130589, 0.658473, 0.969239, 1.059553, 0.716954 ], [ 275054, 275054, 18058, 713595, 713595, 115112 ], [ -68739, -68739, -43636, -617499, -617499, -329906 ], [ 66, 127, 7, 66, 127, 7 ], [ 66, 130, 5, 66, 130, 5 ], [ 67, 125, 8, 67, 125, 8 ], [ 6488, 6141, 348, 6488, 6141, 348 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394881, 438796, -580271, -580452, -343109, -580271 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } } }
# | 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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