Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1930215.969 | 1972578.612 | -42362.643 | 189771.0919 | -515365.018 | 705136.1099 |
Total P&L (%) | 1930.216 | 1972.5786 | -42.3626 | 189.7711 | -515.365 | 705.1361 |
Avg Daily Profit (%) | 1.0311 | 1.0537 | -0.0226 | 0.0568 | 0 | 0.1115 |
Buy And Hold Return (%) | 298.1701 | 298.1701 | 298.1701 | 298.1701 | 298.1701 | 298.1701 |
Max Trade Drawdown | -167918 | -188512 | -64866 | -5299749 | -6175746 | -599097 |
Profit Factor | 3.5595 | 4.5565 | 0.7876 | 1.0162 | 0.9471 | 1.3569 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 33.0189 | 22.6415 | 43.3962 | 33.0189 | 22.6415 | 43.3962 |
Ratio Avg Win / Avg Loss | 7.2207 | 15.5681 | 1.0274 | 2.0614 | 3.236 | 1.7699 |
Largest Winning Trade | 1419504 | 1419504 | 15928 | 4846340 | 4846340 | 510798 |
Largest Losing Trade | -35542 | -35542 | -24466 | -1008823 | -1008823 | -263113 |
Avg Bars in Trades | 203 | 318 | 87 | 203 | 318 | 87 |
Avg Bars in Winners | 329 | 763 | 102 | 329 | 763 | 102 |
Avg Bars in Losers | 141 | 188 | 76 | 141 | 188 | 76 |
Bars Traded | 21547 | 16899 | 4648 | 21547 | 16899 | 4648 |
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 | 483562 | -199943 | -761734 | -490720 | -798542 | -229286 |
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{ "first_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 147, "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": [ [ 1930215.968987281, 1972578.6120194227, -42362.6430321418, 189771.0919108883, -515365.0179995369, 705136.1099104255 ], [ 1930.215969, 1972.578612, -42.362643, 189.771092, -515.365018, 705.13611 ], [ 1.031054, 1.053683, -0.022629, 0.056847, 0, 0.11148 ], [ 298.170087, 298.170087, 298.170087, 298.170087, 298.170087, 298.170087 ], [ -167918, -188512, -64866, -5299749, -6175746, -599097 ], [ 3.559515, 4.556503, 0.787649, 1.016187, 0.94713, 1.356938 ], [ 106, 53, 53, 106, 53, 53 ], [ 35, 12, 23, 35, 12, 23 ], [ 71, 41, 30, 71, 41, 30 ], [ 33.018868, 22.641509, 43.396226, 33.018868, 22.641509, 43.396226 ], [ 7.220731, 15.568052, 1.027368, 2.061409, 3.236029, 1.76992 ], [ 1419504, 1419504, 15928, 4846340, 4846340, 510798 ], [ -35542, -35542, -24466, -1008823, -1008823, -263113 ], [ 203, 318, 87, 203, 318, 87 ], [ 329, 763, 102, 329, 763, 102 ], [ 141, 188, 76, 141, 188, 76 ], [ 21547, 16899, 4648, 21547, 16899, 4648 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483562, -199943, -761734, -490720, -798542, -229286 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 147, "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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