Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110403.8588 | 30612.4329 | 79791.426 | 161149.5773 | 41775.9623 | 119373.6151 |
Total P&L (%) | 110.4039 | 30.6124 | 79.7914 | 161.1496 | 41.776 | 119.3736 |
Avg Daily Profit (%) | 0.4239 | 0.1176 | 0.3064 | 0.3693 | 0.1341 | 0.3021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24355 | -17697 | -20012 | -35389 | -18818 | -29746 |
Profit Factor | 2.0125 | 1.6234 | 2.3313 | 2.0838 | 1.6403 | 2.4306 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 76.7442 | 76.7442 | 76.7442 | 76.7442 | 76.7442 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.6099 | 0.4919 | 0.7065 | 0.6315 | 0.4971 | 0.7365 |
Largest Winning Trade | 26048 | 6000 | 26048 | 53967 | 8620 | 53967 |
Largest Losing Trade | -17697 | -17697 | -17384 | -28934 | -18818 | -28934 |
Avg Bars in Trades | 284 | 170 | 398 | 284 | 170 | 398 |
Avg Bars in Winners | 186 | 116 | 256 | 186 | 116 | 256 |
Avg Bars in Losers | 609 | 350 | 868 | 609 | 350 | 868 |
Bars Traded | 24481 | 7343 | 17138 | 24481 | 7343 | 17138 |
Profit Streak | 15.2883 | 15.2883 | 27.5696 | 15.2883 | 15.2883 | 27.5696 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533219 | -35224 | 498722 | 521353 | -12087 | 504300 |
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{ "first_band": { "type": "kcu", "factors": { "length": 83, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 249, "offset": 0, "a": 0.10466 } } }
{ "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": [ [ 110403.8588412828, 30612.4328795654, 79791.4259617174, 161149.5773220824, 41775.9622580201, 119373.6150640623 ], [ 110.403859, 30.612433, 79.791426, 161.149577, 41.775962, 119.373615 ], [ 0.423945, 0.11755, 0.306395, 0.369286, 0.134134, 0.302124 ], [ 10, 10, 10, 10, 10, 10 ], [ -24355, -17697, -20012, -35389, -18818, -29746 ], [ 2.012543, 1.623427, 2.331348, 2.083825, 1.640339, 2.430556 ], [ 86, 43, 43, 86, 43, 43 ], [ 66, 33, 33, 66, 33, 33 ], [ 20, 10, 10, 20, 10, 10 ], [ 76.744186, 76.744186, 76.744186, 76.744186, 76.744186, 76.744186 ], [ 0.609861, 0.491948, 0.706469, 0.631462, 0.497072, 0.736532 ], [ 26048, 6000, 26048, 53967, 8620, 53967 ], [ -17697, -17697, -17384, -28934, -18818, -28934 ], [ 284, 170, 398, 284, 170, 398 ], [ 186, 116, 256, 186, 116, 256 ], [ 609, 350, 868, 609, 350, 868 ], [ 24481, 7343, 17138, 24481, 7343, 17138 ], [ 15.288339, 15.288339, 27.569589, 15.288339, 15.288339, 27.569589 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533219, -35224, 498722, 521353, -12087, 504300 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 83, "offset": 0, "scalar": 5 } }, "second_band": { "type": "t3", "factors": { "length": 249, "offset": 0, "a": 0.10466 } } }
# | 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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