Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144572.8453 | 86569.343 | 58003.5023 | 10955.3011 | 61605.8126 | -50650.5115 |
Total P&L (%) | 144.5728 | 86.5693 | 58.0035 | 10.9553 | 61.6058 | -50.6505 |
Avg Daily Profit (%) | 0.1556 | 0.0932 | 0.0624 | 0.0112 | 0.0517 | -0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104642 | -34811 | -99601 | -149004 | -72867 | -122487 |
Profit Factor | 1.3441 | 1.817 | 1.1846 | 1.0193 | 1.4448 | 0.8818 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Losing Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Profitability (%) | 61.5385 | 71.7391 | 51.1111 | 61.5385 | 71.7391 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.8401 | 0.7158 | 1.1331 | 0.6371 | 0.5692 | 0.8434 |
Largest Winning Trade | 39285 | 30706 | 39285 | 68891 | 34008 | 68891 |
Largest Losing Trade | -66942 | -16876 | -66942 | -73440 | -41222 | -73440 |
Avg Bars in Trades | 58 | 27 | 89 | 58 | 27 | 89 |
Avg Bars in Winners | 45 | 23 | 77 | 45 | 23 | 77 |
Avg Bars in Losers | 78 | 40 | 101 | 78 | 40 | 101 |
Bars Traded | 5292 | 1284 | 4008 | 5292 | 1284 | 4008 |
Profit Streak | 28.6913 | 124.0246 | 28.6913 | 28.6913 | 124.0246 | 28.6913 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328744 | -63310 | -127073 | -511679 | -120557 | -580027 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 3.0727 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 3.0727 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 2 } } }
# | 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) |
---|