Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802088.1386 | 1756517.1864 | 45570.9522 | 250654.4418 | -243564.62 | 494219.0618 |
Total P&L (%) | 1802.0881 | 1756.5172 | 45.571 | 250.6544 | -243.5646 | 494.2191 |
Avg Daily Profit (%) | 0.9703 | 0.9458 | 0.0245 | 0.0676 | 0 | 0.096 |
Buy And Hold Return (%) | 54.717 | 54.717 | 54.717 | 54.717 | 54.717 | 54.717 |
Max Trade Drawdown | -146536 | -169973 | -32976 | -3576152 | -3863542 | -520771 |
Profit Factor | 3.792 | 4.8327 | 1.2435 | 1.0301 | 0.9613 | 1.2429 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 33.3333 | 24.0741 | 42.5926 | 33.3333 | 24.0741 | 42.5926 |
Ratio Avg Win / Avg Loss | 7.5839 | 15.2415 | 1.676 | 2.0602 | 3.0317 | 1.6752 |
Largest Winning Trade | 1671614 | 1671614 | 38442 | 2909057 | 2909057 | 530930 |
Largest Losing Trade | -33061 | -33061 | -24696 | -1271094 | -1271094 | -520771 |
Avg Bars in Trades | 202 | 308 | 96 | 202 | 308 | 96 |
Avg Bars in Winners | 349 | 718 | 140 | 349 | 718 | 140 |
Avg Bars in Losers | 129 | 178 | 64 | 129 | 178 | 64 |
Bars Traded | 21887 | 16677 | 5210 | 21887 | 16677 | 5210 |
Profit Streak | 10.8331 | 0 | 59.2498 | 10.8331 | 0 | 59.2498 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528239 | -193264 | -507394 | -296251 | -792229 | -246337 |
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } } }
{ "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": [ [ 1802088.1385561011, 1756517.1863675779, 45570.9521885228, 250654.4417950669, -243564.6200203999, 494219.0618154666 ], [ 1802.088139, 1756.517186, 45.570952, 250.654442, -243.56462, 494.219062 ], [ 0.970299, 0.945762, 0.024537, 0.067576, 0, 0.095999 ], [ 54.716981, 54.716981, 54.716981, 54.716981, 54.716981, 54.716981 ], [ -146536, -169973, -32976, -3576152, -3863542, -520771 ], [ 3.791953, 4.832667, 1.243491, 1.030114, 0.961271, 1.242907 ], [ 108, 54, 54, 108, 54, 54 ], [ 36, 13, 23, 36, 13, 23 ], [ 72, 41, 31, 72, 41, 31 ], [ 33.333333, 24.074074, 42.592593, 33.333333, 24.074074, 42.592593 ], [ 7.583907, 15.241488, 1.67601, 2.060227, 3.031702, 1.675223 ], [ 1671614, 1671614, 38442, 2909057, 2909057, 530930 ], [ -33061, -33061, -24696, -1271094, -1271094, -520771 ], [ 202, 308, 96, 202, 308, 96 ], [ 349, 718, 140, 349, 718, 140 ], [ 129, 178, 64, 129, 178, 64 ], [ 21887, 16677, 5210, 21887, 16677, 5210 ], [ 10.833131, 0, 59.249797, 10.833131, 0, 59.249798 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528239, -193264, -507394, -296251, -792229, -246337 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } } }
# | 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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