Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280194.7501 | 1205035.5773 | 75159.1728 | 973866.2875 | 490820.4007 | 483045.8867 |
Total P&L (%) | 1280.1948 | 1205.0356 | 75.1592 | 973.8663 | 490.8204 | 483.0459 |
Avg Daily Profit (%) | 0.6145 | 0.5784 | 0.0361 | 0.114 | 0.0853 | 0.0847 |
Buy And Hold Return (%) | 36.9021 | 36.9021 | 36.9021 | 36.9021 | 36.9021 | 36.9021 |
Max Trade Drawdown | -136568 | -112435 | -82114 | -6797363 | -6458930 | -4090416 |
Profit Factor | 2.753 | 4.0701 | 1.2225 | 1.0354 | 1.0305 | 1.0424 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 42.3913 | 43.4783 | 41.3043 | 42.3913 | 43.4783 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.7412 | 5.2911 | 1.7372 | 1.4071 | 1.3396 | 1.4813 |
Largest Winning Trade | 804789 | 804789 | 63194 | 5371667 | 5371667 | 2533112 |
Largest Losing Trade | -48581 | -43653 | -48581 | -2720073 | -2720073 | -1640138 |
Avg Bars in Trades | 268 | 229 | 306 | 268 | 229 | 306 |
Avg Bars in Winners | 454 | 383 | 530 | 454 | 383 | 530 |
Avg Bars in Losers | 130 | 111 | 149 | 130 | 111 | 149 |
Bars Traded | 24661 | 10555 | 14106 | 24661 | 10555 | 14106 |
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 | 508328 | 573208 | -153935 | -224646 | -268518 | -257116 |
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{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1280194.7500731396, 1205035.57728522, 75159.1727879201, 973866.2874527255, 490820.4007040702, 483045.886748658 ], [ 1280.19475, 1205.035577, 75.159173, 973.866287, 490.820401, 483.045887 ], [ 0.614494, 0.578418, 0.036076, 0.11401, 0.085301, 0.084665 ], [ 36.90205, 36.90205, 36.90205, 36.90205, 36.90205, 36.90205 ], [ -136568, -112435, -82114, -6797363, -6458930, -4090416 ], [ 2.752978, 4.070085, 1.222504, 1.035428, 1.030494, 1.042399 ], [ 92, 46, 46, 92, 46, 46 ], [ 39, 20, 19, 39, 20, 19 ], [ 53, 26, 27, 53, 26, 27 ], [ 42.391304, 43.478261, 41.304348, 42.391304, 43.478261, 41.304348 ], [ 3.741226, 5.29111, 1.737242, 1.40712, 1.339643, 1.481303 ], [ 804789, 804789, 63194, 5371667, 5371667, 2533112 ], [ -48581, -43653, -48581, -2720073, -2720073, -1640138 ], [ 268, 229, 306, 268, 229, 306 ], [ 454, 383, 530, 454, 383, 530 ], [ 130, 111, 149, 130, 111, 149 ], [ 24661, 10555, 14106, 24661, 10555, 14106 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 508328, 573208, -153935, -224646, -268518, -257116 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } } }
# | 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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