Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714525.8576 | 1761362.7875 | -46836.9299 | 165703.4334 | 1571222.2237 | -1405518.7903 |
Total P&L (%) | 1714.5259 | 1761.3628 | -46.8369 | 165.7034 | 1571.2222 | -1405.5188 |
Avg Daily Profit (%) | 0.8232 | 0.8457 | -0.0225 | 0.0469 | 0.1353 | 0 |
Buy And Hold Return (%) | 526.7218 | 526.7218 | 526.7218 | 526.7218 | 526.7218 | 526.7218 |
Max Trade Drawdown | -172719 | -149921 | -69529 | -5064804 | -3706790 | -1498548 |
Profit Factor | 2.6837 | 3.6239 | 0.865 | 1.0135 | 1.1888 | 0.6479 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Profitability (%) | 39.3822 | 41.0853 | 37.6923 | 39.3822 | 41.0853 | 37.6923 |
Ratio Avg Win / Avg Loss | 4.1308 | 5.1965 | 1.4299 | 1.5599 | 1.7047 | 1.071 |
Largest Winning Trade | 1395138 | 1395138 | 33312 | 4956914 | 4956914 | 303941 |
Largest Losing Trade | -34426 | -34426 | -23787 | -1274248 | -1274248 | -622336 |
Avg Bars in Trades | 94 | 156 | 33 | 94 | 156 | 33 |
Avg Bars in Winners | 151 | 239 | 56 | 151 | 239 | 56 |
Avg Bars in Losers | 57 | 98 | 19 | 57 | 98 | 19 |
Bars Traded | 24517 | 20227 | 4290 | 24517 | 20227 | 4290 |
Profit Streak | 0 | 7.3537 | 0 | 0 | 7.3537 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455301 | 510760 | -584106 | -503399 | -29868 | -584106 |
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{ "first_band": { "type": "kcl", "factors": { "length": 243, "offset": 243, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.73726 } } }
{ "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": [ [ 1714525.8576175102, 1761362.787474639, -46836.9298571284, 165703.433431411, 1571222.2237355863, -1405518.7903041756 ], [ 1714.525858, 1761.362787, -46.83693, 165.703433, 1571.222224, -1405.51879 ], [ 0.823203, 0.845691, -0.022488, 0.04693, 0.135304, 0 ], [ 526.721763, 526.721763, 526.721763, 526.721763, 526.721763, 526.721763 ], [ -172719, -149921, -69529, -5064804, -3706790, -1498548 ], [ 2.683725, 3.623884, 0.865028, 1.013456, 1.188779, 0.647874 ], [ 259, 129, 130, 259, 129, 130 ], [ 102, 53, 49, 102, 53, 49 ], [ 157, 76, 81, 157, 76, 81 ], [ 39.382239, 41.085271, 37.692308, 39.382239, 41.085271, 37.692308 ], [ 4.130832, 5.196512, 1.429944, 1.559927, 1.704664, 1.070976 ], [ 1395138, 1395138, 33312, 4956914, 4956914, 303941 ], [ -34426, -34426, -23787, -1274248, -1274248, -622336 ], [ 94, 156, 33, 94, 156, 33 ], [ 151, 239, 56, 151, 239, 56 ], [ 57, 98, 19, 57, 98, 19 ], [ 24517, 20227, 4290, 24517, 20227, 4290 ], [ 0, 7.353656, 0, 0, 7.353656, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455301, 510760, -584106, -503399, -29868, -584106 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 243, "offset": 243, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.73726 } } }
# | 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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