Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987096.075 | 1086144.0049 | -99047.9299 | -45065.4851 | 651079.2486 | -696144.7337 |
Total P&L (%) | 987.0961 | 1086.144 | -99.0479 | -45.0655 | 651.0792 | -696.1447 |
Avg Daily Profit (%) | 0.5229 | 0.5754 | -0.0525 | -0.0317 | 0.1069 | 0 |
Buy And Hold Return (%) | 269.4744 | 269.4744 | 269.4744 | 269.4744 | 269.4744 | 269.4744 |
Max Trade Drawdown | -251549 | -185317 | -93909 | -2014480 | -1377181 | -734174 |
Profit Factor | 2.6668 | 3.7287 | 0.4899 | 0.9861 | 1.3182 | 0.4169 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 34.375 | 45.4545 | 40 | 34.375 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.0002 | 7.1184 | 0.5878 | 1.4791 | 2.5165 | 0.5003 |
Largest Winning Trade | 1062817 | 1062817 | 20551 | 1389676 | 1389676 | 150811 |
Largest Losing Trade | -50109 | -39058 | -50109 | -456177 | -435856 | -456177 |
Avg Bars in Trades | 331 | 604 | 66 | 331 | 604 | 66 |
Avg Bars in Winners | 437 | 967 | 49 | 437 | 967 | 49 |
Avg Bars in Losers | 260 | 415 | 80 | 260 | 415 | 80 |
Bars Traded | 21541 | 19358 | 2183 | 21541 | 19358 | 2183 |
Profit Streak | 122.5089 | 128.1755 | 122.5089 | 122.5089 | 128.1755 | 122.5089 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125417 | 387504 | -581611 | -717891 | -57856 | -581611 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 189, "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": [ [ 987096.0750127092, 1086144.0048901038, -99047.9298773943, -45065.4851172232, 651079.2486324131, -696144.7337496368 ], [ 987.096075, 1086.144005, -99.04793, -45.065485, 651.079249, -696.144734 ], [ 0.522896, 0.575364, -0.052469, -0.031727, 0.106869, 0 ], [ 269.474379, 269.474379, 269.474379, 269.474379, 269.474379, 269.474379 ], [ -251549, -185317, -93909, -2014480, -1377181, -734174 ], [ 2.666812, 3.728671, 0.489857, 0.986092, 1.318164, 0.416947 ], [ 65, 32, 33, 65, 32, 33 ], [ 26, 11, 15, 26, 11, 15 ], [ 39, 21, 18, 39, 21, 18 ], [ 40, 34.375, 45.454545, 40, 34.375, 45.454545 ], [ 4.000219, 7.118372, 0.587828, 1.479138, 2.516495, 0.500336 ], [ 1062817, 1062817, 20551, 1389676, 1389676, 150811 ], [ -50109, -39058, -50109, -456177, -435856, -456177 ], [ 331, 604, 66, 331, 604, 66 ], [ 437, 967, 49, 437, 967, 49 ], [ 260, 415, 80, 260, 415, 80 ], [ 21541, 19358, 2183, 21541, 19358, 2183 ], [ 122.50888, 128.175547, 122.50888, 122.50888, 128.175547, 122.50888 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125417, 387504, -581611, -717891, -57856, -581611 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 189, "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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