Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9340167.3483 | 9477748.701 | -137581.3528 | -71120.408 | 1027846.6789 | -1098967.0869 |
Total P&L (%) | 9340.1673 | 9477.7487 | -137.5814 | -71.1204 | 1027.8467 | -1098.9671 |
Avg Daily Profit (%) | 3.9298 | 3.9877 | -0.0579 | -0.0522 | 0.102 | 0 |
Buy And Hold Return (%) | 282.3552 | 282.3552 | 282.3552 | 282.3552 | 282.3552 | 282.3552 |
Max Trade Drawdown | -317592 | -239241 | -160447 | -2736817 | -1671370 | -1101407 |
Profit Factor | 10.4606 | 15.8749 | 0.607 | 0.9792 | 1.482 | 0.15 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 34.7458 | 37.2881 | 32.2034 | 34.7458 | 37.2881 | 32.2034 |
Ratio Avg Win / Avg Loss | 19.6455 | 26.6987 | 1.278 | 1.8391 | 2.4925 | 0.3158 |
Largest Winning Trade | 9667871 | 9667871 | 50078 | 2737382 | 2737382 | 54065 |
Largest Losing Trade | -40695 | -40695 | -29029 | -858522 | -858522 | -355290 |
Avg Bars in Trades | 77 | 107 | 46 | 77 | 107 | 46 |
Avg Bars in Winners | 118 | 155 | 76 | 118 | 155 | 76 |
Avg Bars in Losers | 55 | 79 | 32 | 55 | 79 | 32 |
Bars Traded | 9109 | 6348 | 2761 | 9109 | 6348 | 2761 |
Profit Streak | 0 | 0 | 64.1225 | 0 | 0 | 64.1225 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 676516 | -157440 | -762431 | -583619 | -238533 | -764097 |
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{ "first_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 3.30437 } } }
{ "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": [ [ 9340167.348253176, 9477748.701046411, -137581.3527932409, -71120.4080049949, 1027846.6789195184, -1098967.0869245133 ], [ 9340.167348, 9477.748701, -137.581353, -71.120408, 1027.846679, -1098.967087 ], [ 3.929806, 3.987693, -0.057886, -0.052244, 0.101994, 0 ], [ 282.355246, 282.355246, 282.355246, 282.355246, 282.355246, 282.355246 ], [ -317592, -239241, -160447, -2736817, -1671370, -1101407 ], [ 10.460597, 15.874925, 0.607031, 0.979237, 1.482026, 0.150028 ], [ 118, 59, 59, 118, 59, 59 ], [ 41, 22, 19, 41, 22, 19 ], [ 77, 37, 40, 77, 37, 40 ], [ 34.745763, 37.288136, 32.20339, 34.745763, 37.288136, 32.20339 ], [ 19.645512, 26.698738, 1.27796, 1.839054, 2.492499, 0.315848 ], [ 9667871, 9667871, 50078, 2737382, 2737382, 54065 ], [ -40695, -40695, -29029, -858522, -858522, -355290 ], [ 77, 107, 46, 77, 107, 46 ], [ 118, 155, 76, 118, 155, 76 ], [ 55, 79, 32, 55, 79, 32 ], [ 9109, 6348, 2761, 9109, 6348, 2761 ], [ 0, 0, 64.122535, 0, 0, 64.122535 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 676516, -157440, -762431, -583619, -238533, -764097 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 3.30437 } } }
# | 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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