Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365811.6296 | 1382014.6313 | -16203.0017 | -6372.9102 | -268455.7409 | 262082.8307 |
Total P&L (%) | 1365.8116 | 1382.0146 | -16.203 | -6.3729 | -268.4557 | 262.0828 |
Avg Daily Profit (%) | 0.7356 | 0.7444 | -0.0087 | -0.0035 | 0 | 0.0693 |
Buy And Hold Return (%) | 31.2014 | 31.2014 | 31.2014 | 31.2014 | 31.2014 | 31.2014 |
Max Trade Drawdown | -194964 | -189640 | -61965 | -2070818 | -2147360 | -267447 |
Profit Factor | 2.8506 | 3.4772 | 0.9101 | 0.9986 | 0.9258 | 1.2751 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 36.8794 | 34.2857 | 39.4366 | 36.8794 | 34.2857 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.879 | 6.6647 | 1.3976 | 1.7092 | 1.7745 | 1.9583 |
Largest Winning Trade | 1327861 | 1327861 | 18295 | 1294698 | 1294698 | 314911 |
Largest Losing Trade | -38924 | -38924 | -19278 | -539994 | -539994 | -136856 |
Avg Bars in Trades | 155 | 278 | 34 | 155 | 278 | 34 |
Avg Bars in Winners | 215 | 408 | 49 | 215 | 408 | 49 |
Avg Bars in Losers | 120 | 210 | 24 | 120 | 210 | 24 |
Bars Traded | 21934 | 19493 | 2441 | 21934 | 19493 | 2441 |
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 | 479820 | -81227 | -670177 | -582729 | -678569 | -190394 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 4.00362 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 4.00362 } } }
# | 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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