Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115541.7312 | 61136.1957 | 54405.5356 | 146922.878 | 88231.2223 | 58691.6557 |
Total P&L (%) | 115.5417 | 61.1362 | 54.4055 | 146.9229 | 88.2312 | 58.6917 |
Avg Daily Profit (%) | 0.4437 | 0.2348 | 0.2089 | 0.3477 | 0.2432 | 0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39571 | -39192 | -29448 | -59236 | -56595 | -48245 |
Profit Factor | 1.4822 | 1.4401 | 1.5404 | 1.3754 | 1.4168 | 1.3267 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 58.3333 | 60.4167 | 56.25 | 58.3333 | 60.4167 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0587 | 0.9435 | 1.1981 | 0.9824 | 0.9282 | 1.0318 |
Largest Winning Trade | 34189 | 34189 | 19555 | 39049 | 39049 | 18681 |
Largest Losing Trade | -17979 | -17979 | -16052 | -29332 | -29332 | -24804 |
Avg Bars in Trades | 127 | 169 | 86 | 127 | 169 | 86 |
Avg Bars in Winners | 104 | 132 | 74 | 104 | 132 | 74 |
Avg Bars in Losers | 160 | 225 | 102 | 160 | 225 | 102 |
Bars Traded | 24554 | 16228 | 8326 | 24554 | 16228 | 8326 |
Profit Streak | 5.74 | 14.0733 | 5.74 | 5.74 | 14.0733 | 5.74 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459522 | 282676 | 289061 | 346487 | 301415 | 242643 |
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{ "first_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 32, "offset": 220 } } }
{ "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": [ [ 115541.7312306885, 61136.1956742326, 54405.535556456, 146922.8780209284, 88231.2222850168, 58691.6557359116 ], [ 115.541731, 61.136196, 54.405536, 146.922878, 88.231222, 58.691656 ], [ 0.443675, 0.23476, 0.208915, 0.347698, 0.243172, 0.177484 ], [ 10, 10, 10, 10, 10, 10 ], [ -39571, -39192, -29448, -59236, -56595, -48245 ], [ 1.482238, 1.440062, 1.540442, 1.375403, 1.416782, 1.32665 ], [ 192, 96, 96, 192, 96, 96 ], [ 112, 58, 54, 112, 58, 54 ], [ 80, 38, 42, 80, 38, 42 ], [ 58.333333, 60.416667, 56.25, 58.333333, 60.416667, 56.25 ], [ 1.058741, 0.943489, 1.198121, 0.98243, 0.928236, 1.031839 ], [ 34189, 34189, 19555, 39049, 39049, 18681 ], [ -17979, -17979, -16052, -29332, -29332, -24804 ], [ 127, 169, 86, 127, 169, 86 ], [ 104, 132, 74, 104, 132, 74 ], [ 160, 225, 102, 160, 225, 102 ], [ 24554, 16228, 8326, 24554, 16228, 8326 ], [ 5.740005, 14.073339, 5.740005, 5.740006, 14.073339, 5.740006 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459522, 282676, 289061, 346487, 301415, 242643 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 32, "offset": 220 } } }
# | 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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