Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829703.1768 | 838991.0332 | -9287.8564 | 45176.4177 | 290025.7263 | -244849.3086 |
Total P&L (%) | 829.7032 | 838.991 | -9.2879 | 45.1764 | 290.0257 | -244.8493 |
Avg Daily Profit (%) | 0.3984 | 0.4028 | -0.0045 | 0.0179 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228279 | -226923 | -88328 | -2146493 | -1805562 | -472589 |
Profit Factor | 1.3691 | 1.5365 | 0.9864 | 1.0051 | 1.0445 | 0.8962 |
Total Trades | 1093 | 546 | 547 | 1093 | 546 | 547 |
Winning Trades | 657 | 330 | 327 | 657 | 330 | 327 |
Losing Trades | 436 | 216 | 220 | 436 | 216 | 220 |
Profitability (%) | 60.1098 | 60.4396 | 59.7806 | 60.1098 | 60.4396 | 59.7806 |
Ratio Avg Win / Avg Loss | 0.9086 | 1.0057 | 0.6636 | 0.667 | 0.6837 | 0.6029 |
Largest Winning Trade | 438535 | 438535 | 11122 | 712545 | 712545 | 79094 |
Largest Losing Trade | -63815 | -63815 | -40865 | -682137 | -682137 | -301962 |
Avg Bars in Trades | 22 | 39 | 5 | 22 | 39 | 5 |
Avg Bars in Winners | 16 | 28 | 4 | 16 | 28 | 4 |
Avg Bars in Losers | 31 | 56 | 7 | 31 | 56 | 7 |
Bars Traded | 24587 | 21605 | 2982 | 24587 | 21605 | 2982 |
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 | 578861 | 538247 | -576929 | -379787 | -275222 | -576929 |
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "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": [ [ 829703.1768368519, 838991.0332112435, -9287.8563743925, 45176.417660688, 290025.7263032984, -244849.3086426108 ], [ 829.703177, 838.991033, -9.287856, 45.176418, 290.025726, -244.849309 ], [ 0.398384, 0.402844, -0.00446, 0.017901, 0.065372, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -228279, -226923, -88328, -2146493, -1805562, -472589 ], [ 1.369144, 1.536517, 0.986419, 1.005091, 1.044513, 0.896188 ], [ 1093, 546, 547, 1093, 546, 547 ], [ 657, 330, 327, 657, 330, 327 ], [ 436, 216, 220, 436, 216, 220 ], [ 60.10979, 60.43956, 59.780622, 60.10979, 60.43956, 59.780622 ], [ 0.908595, 1.00572, 0.663646, 0.667001, 0.683681, 0.60294 ], [ 438535, 438535, 11122, 712545, 712545, 79094 ], [ -63815, -63815, -40865, -682137, -682137, -301962 ], [ 22, 39, 5, 22, 39, 5 ], [ 16, 28, 4, 16, 28, 4 ], [ 31, 56, 7, 31, 56, 7 ], [ 24587, 21605, 2982, 24587, 21605, 2982 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 578861, 538247, -576929, -379787, -275222, -576929 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "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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