Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2986075.964 | 2971712.8785 | 14363.0854 | 586318.9658 | 451331.6923 | 134987.2734 |
Total P&L (%) | 2986.076 | 2971.7129 | 14.3631 | 586.319 | 451.3317 | 134.9873 |
Avg Daily Profit (%) | 1.3439 | 1.3374 | 0.0065 | 0.0867 | 0.0769 | 0.0385 |
Buy And Hold Return (%) | 284.595 | 284.595 | 284.595 | 284.595 | 284.595 | 284.595 |
Max Trade Drawdown | -121656 | -102120 | -46816 | -4396119 | -3842391 | -1344115 |
Profit Factor | 5.8714 | 8.0034 | 1.0761 | 1.0429 | 1.0465 | 1.0341 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 40 | 44.6809 | 35.4167 | 40 | 44.6809 | 35.4167 |
Ratio Avg Win / Avg Loss | 8.8071 | 9.909 | 1.9624 | 1.5643 | 1.2956 | 1.8858 |
Largest Winning Trade | 2952899 | 2952899 | 34269 | 3492541 | 3492541 | 954930 |
Largest Losing Trade | -47895 | -47895 | -23937 | -1724341 | -1724341 | -826282 |
Avg Bars in Trades | 83 | 133 | 34 | 83 | 133 | 34 |
Avg Bars in Winners | 130 | 185 | 62 | 130 | 185 | 62 |
Avg Bars in Losers | 52 | 92 | 18 | 52 | 92 | 18 |
Bars Traded | 7937 | 6292 | 1644 | 7937 | 6292 | 1644 |
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 | 663711 | 726239 | -491216 | -259122 | -271393 | -494767 |
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 3.38924 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 3.38924 } } }
# | 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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