Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145097.4975 | 51008.6922 | 94088.8054 | 101074.0707 | 45932.257 | 55141.8138 |
Total P&L (%) | 145.0975 | 51.0087 | 94.0888 | 101.0741 | 45.9323 | 55.1418 |
Avg Daily Profit (%) | 0.1567 | 0.0551 | 0.1016 | 0.0754 | 0.0408 | 0.0474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60126 | -66820 | -68279 | -101831 | -82682 | -107150 |
Profit Factor | 1.4583 | 1.2791 | 1.7028 | 1.2339 | 1.2013 | 1.2703 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 59.3023 | 48.8372 | 69.7674 | 59.3023 | 48.8372 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.0008 | 1.34 | 0.7379 | 0.8468 | 1.2585 | 0.5505 |
Largest Winning Trade | 42041 | 42041 | 18597 | 44069 | 44069 | 23354 |
Largest Losing Trade | -44525 | -30944 | -44525 | -69512 | -45396 | -69512 |
Avg Bars in Trades | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 83 | 85 | 80 | 83 | 85 | 80 |
Bars Traded | 5239 | 2832 | 2407 | 5239 | 2832 | 2407 |
Profit Streak | 12.8131 | 0 | 22.4798 | 12.8131 | 0 | 22.4798 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372545 | -121084 | -53250 | -92150 | -140996 | -128667 |
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 13, "offset": 117 } } }
{ "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": [ [ 145097.4975352774, 51008.6921694424, 94088.8053658349, 101074.0707272014, 45932.2569708493, 55141.8137563521 ], [ 145.097498, 51.008692, 94.088805, 101.074071, 45.932257, 55.141814 ], [ 0.156664, 0.055075, 0.101589, 0.075447, 0.040819, 0.047429 ], [ 10, 10, 10, 10, 10, 10 ], [ -60126, -66820, -68279, -101831, -82682, -107150 ], [ 1.458256, 1.2791, 1.702844, 1.233868, 1.201293, 1.270305 ], [ 86, 43, 43, 86, 43, 43 ], [ 51, 21, 30, 51, 21, 30 ], [ 35, 22, 13, 35, 22, 13 ], [ 59.302326, 48.837209, 69.767442, 59.302326, 48.837209, 69.767442 ], [ 1.000764, 1.34001, 0.737899, 0.846772, 1.258497, 0.550466 ], [ 42041, 42041, 18597, 44069, 44069, 23354 ], [ -44525, -30944, -44525, -69512, -45396, -69512 ], [ 60, 65, 55, 60, 65, 55 ], [ 45, 45, 45, 45, 45, 45 ], [ 83, 85, 80, 83, 85, 80 ], [ 5239, 2832, 2407, 5239, 2832, 2407 ], [ 12.813144, 0, 22.47981, 12.813144, 0, 22.47981 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372545, -121084, -53250, -92150, -140996, -128667 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 13, "offset": 117 } } }
# | 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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