Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364845.1608 | 267010.4448 | 97834.716 | 177929.9882 | 109476.2345 | 68453.7537 |
Total P&L (%) | 364.8452 | 267.0104 | 97.8347 | 177.93 | 109.4762 | 68.4538 |
Avg Daily Profit (%) | 0.3542 | 0.2592 | 0.095 | 0.0993 | 0.0718 | 0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120577 | -124453 | -37088 | -332917 | -348279 | -122319 |
Profit Factor | 1.4941 | 1.5452 | 1.3935 | 1.1035 | 1.0949 | 1.1211 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 43.5897 | 43.299 | 43.8776 | 43.5897 | 43.299 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.9335 | 2.0234 | 1.7823 | 1.4281 | 1.4338 | 1.434 |
Largest Winning Trade | 203792 | 203792 | 33196 | 222408 | 222408 | 48527 |
Largest Losing Trade | -23429 | -23429 | -17857 | -90129 | -90129 | -47204 |
Avg Bars in Trades | 62 | 94 | 30 | 62 | 94 | 30 |
Avg Bars in Winners | 89 | 131 | 47 | 89 | 131 | 47 |
Avg Bars in Losers | 41 | 65 | 16 | 41 | 65 | 16 |
Bars Traded | 12099 | 9159 | 2940 | 12099 | 9159 | 2940 |
Profit Streak | 15.2543 | 0 | 66.5876 | 15.2543 | 0 | 66.5876 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375556 | 285081 | -65693 | -167972 | -216110 | -213959 |
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.5035 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.5035 } } }
# | 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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