Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803388.0549 | 1741946.9852 | 61441.0697 | 1409633.245 | -764625.1492 | 2174258.3942 |
Total P&L (%) | 1803.3881 | 1741.947 | 61.4411 | 1409.6332 | -764.6251 | 2174.2584 |
Avg Daily Profit (%) | 0.9538 | 0.9213 | 0.0325 | 0.1437 | 0 | 0.1654 |
Buy And Hold Return (%) | 265.0576 | 265.0576 | 265.0576 | 265.0576 | 265.0576 | 265.0576 |
Max Trade Drawdown | -118935 | -91854 | -51285 | -6598081 | -5609050 | -2273419 |
Profit Factor | 3.2473 | 4.5188 | 1.1998 | 1.0537 | 0.9552 | 1.2371 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 36.9458 | 33.6634 | 40.1961 | 36.9458 | 33.6634 | 40.1961 |
Ratio Avg Win / Avg Loss | 5.542 | 8.9047 | 1.7851 | 1.7984 | 1.8823 | 1.8405 |
Largest Winning Trade | 1452584 | 1452584 | 51151 | 3795461 | 3795461 | 2159116 |
Largest Losing Trade | -37920 | -25142 | -37920 | -1195877 | -1177093 | -1195877 |
Avg Bars in Trades | 36 | 52 | 20 | 36 | 52 | 20 |
Avg Bars in Winners | 61 | 95 | 32 | 61 | 95 | 32 |
Avg Bars in Losers | 21 | 30 | 11 | 21 | 30 | 11 |
Bars Traded | 7390 | 5326 | 2064 | 7390 | 5326 | 2064 |
Profit Streak | 0 | 43.0127 | 0 | 0 | 43.0127 | 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 | 553030 | 516316 | -318655 | -166284 | -584086 | 170458 |
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{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 1.67478 } } }
{ "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": [ [ 1803388.0548734071, 1741946.9851959213, 61441.0696774867, 1409633.2450297817, -764625.1491976248, 2174258.3942274023 ], [ 1803.388055, 1741.946985, 61.44107, 1409.633245, -764.625149, 2174.258394 ], [ 0.953795, 0.921299, 0.032496, 0.143668, 0, 0.165375 ], [ 265.057629, 265.057629, 265.057629, 265.057629, 265.057629, 265.057629 ], [ -118935, -91854, -51285, -6598081, -5609050, -2273419 ], [ 3.247273, 4.518792, 1.199849, 1.053726, 0.955196, 1.237066 ], [ 203, 101, 102, 203, 101, 102 ], [ 75, 34, 41, 75, 34, 41 ], [ 128, 67, 61, 128, 67, 61 ], [ 36.945813, 33.663366, 40.196078, 36.945813, 33.663366, 40.196078 ], [ 5.542013, 8.904678, 1.785142, 1.798359, 1.882298, 1.840513 ], [ 1452584, 1452584, 51151, 3795461, 3795461, 2159116 ], [ -37920, -25142, -37920, -1195877, -1177093, -1195877 ], [ 36, 52, 20, 36, 52, 20 ], [ 61, 95, 32, 61, 95, 32 ], [ 21, 30, 11, 21, 30, 11 ], [ 7390, 5326, 2064, 7390, 5326, 2064 ], [ 0, 43.012747, 0, 0, 43.012747, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 553030, 516316, -318655, -166284, -584086, 170458 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 1.67478 } } }
# | 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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