Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288608.8146 | 292443.1257 | -3834.3111 | -86232.6953 | -46604.457 | -39628.2383 |
Total P&L (%) | 288.6088 | 292.4431 | -3.8343 | -86.2327 | -46.6045 | -39.6282 |
Avg Daily Profit (%) | 0.1939 | 0.1965 | -0.0026 | -0.1331 | -0.0422 | -0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211995 | -155065 | -142254 | -583755 | -566884 | -67302 |
Profit Factor | 1.5222 | 1.9913 | 0.9851 | 0.9056 | 0.9245 | 0.8663 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 73.2558 | 76.7442 | 69.7674 | 73.2558 | 76.7442 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.5557 | 0.6034 | 0.4269 | 0.3306 | 0.2802 | 0.3754 |
Largest Winning Trade | 321840 | 321840 | 36583 | 321840 | 321840 | 85410 |
Largest Losing Trade | -87541 | -87541 | -51450 | -515350 | -515350 | -217037 |
Avg Bars in Trades | 63 | 106 | 21 | 63 | 106 | 21 |
Avg Bars in Winners | 25 | 34 | 16 | 25 | 34 | 16 |
Avg Bars in Losers | 168 | 345 | 32 | 168 | 345 | 32 |
Bars Traded | 5501 | 4595 | 905 | 5501 | 4595 | 905 |
Profit Streak | 136.4842 | 152.2342 | 136.4842 | 136.4842 | 152.2342 | 136.4842 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445642 | 490228 | -576503 | -575743 | -575757 | -576503 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "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": [ [ 288608.8145845461, 292443.1257091674, -3834.3111246213, -86232.6952555629, -46604.456994555, -39628.2382610078 ], [ 288.608815, 292.443126, -3.834311, -86.232695, -46.604457, -39.628238 ], [ 0.193925, 0.196501, -0.002576, -0.133147, -0.042151, -0.033903 ], [ 10, 10, 10, 10, 10, 10 ], [ -211995, -155065, -142254, -583755, -566884, -67302 ], [ 1.522237, 1.991342, 0.985118, 0.905622, 0.924499, 0.866313 ], [ 86, 43, 43, 86, 43, 43 ], [ 63, 33, 30, 63, 33, 30 ], [ 23, 10, 13, 23, 10, 13 ], [ 73.255814, 76.744186, 69.767442, 73.255814, 76.744186, 69.767442 ], [ 0.555737, 0.603437, 0.426884, 0.330624, 0.280151, 0.375402 ], [ 321840, 321840, 36583, 321840, 321840, 85410 ], [ -87541, -87541, -51450, -515350, -515350, -217037 ], [ 63, 106, 21, 63, 106, 21 ], [ 25, 34, 16, 25, 34, 16 ], [ 168, 345, 32, 168, 345, 32 ], [ 5501, 4595, 905, 5501, 4595, 905 ], [ 136.484171, 152.234171, 136.484171, 136.484171, 152.234171, 136.484171 ], [ 8, 8, 4, 8, 8, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445642, 490228, -576503, -575743, -575757, -576503 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "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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