Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566584.5692 | 1537955.1268 | 28629.4424 | 50004.9005 | 7138.1552 | 42866.7453 |
Total P&L (%) | 1566.5846 | 1537.9551 | 28.6294 | 50.0049 | 7.1382 | 42.8667 |
Avg Daily Profit (%) | 0.6599 | 0.6478 | 0.0121 | 0.0171 | 0.0029 | 0.015 |
Buy And Hold Return (%) | 456.9137 | 456.9137 | 456.9137 | 456.9137 | 456.9137 | 456.9137 |
Max Trade Drawdown | -247340 | -108082 | -206248 | -146369 | -72966 | -83915 |
Profit Factor | 2.855 | 4.4294 | 1.0723 | 1.1165 | 1.0279 | 1.2474 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 50 | 44.898 | 55.102 | 50 | 44.898 | 55.102 |
Ratio Avg Win / Avg Loss | 2.855 | 5.4361 | 0.8737 | 1.1165 | 1.2615 | 1.0164 |
Largest Winning Trade | 1184565 | 1184565 | 36933 | 67377 | 67377 | 27143 |
Largest Losing Trade | -96443 | -53194 | -96443 | -34949 | -34949 | -33398 |
Avg Bars in Trades | 46 | 54 | 37 | 46 | 54 | 37 |
Avg Bars in Winners | 60 | 83 | 42 | 60 | 83 | 42 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 4530 | 2674 | 1856 | 4530 | 2674 | 1856 |
Profit Streak | 76.6435 | 76.6435 | 80.1435 | 76.6435 | 76.6435 | 80.1435 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587547 | 544538 | -483054 | -426603 | -545910 | -336658 |
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{ "first_band": { "type": "kcb", "factors": { "length": 111, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 176, "multiplier": 3.47555 } } }
{ "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": [ [ 1566584.5692020168, 1537955.126830657, 28629.442371359, 50004.900503616, 7138.1552296589, 42866.7452739571 ], [ 1566.584569, 1537.955127, 28.629442, 50.004901, 7.138155, 42.866745 ], [ 0.659892, 0.647833, 0.01206, 0.017082, 0.002904, 0.015028 ], [ 456.913675, 456.913675, 456.913675, 456.913675, 456.913675, 456.913675 ], [ -247340, -108082, -206248, -146369, -72966, -83915 ], [ 2.855046, 4.429416, 1.072289, 1.116454, 1.027872, 1.247372 ], [ 98, 49, 49, 98, 49, 49 ], [ 49, 22, 27, 49, 22, 27 ], [ 49, 27, 22, 49, 27, 22 ], [ 50, 44.897959, 55.102041, 50, 44.897959, 55.102041 ], [ 2.855046, 5.436101, 0.873717, 1.116454, 1.261479, 1.016377 ], [ 1184565, 1184565, 36933, 67377, 67377, 27143 ], [ -96443, -53194, -96443, -34949, -34949, -33398 ], [ 46, 54, 37, 46, 54, 37 ], [ 60, 83, 42, 60, 83, 42 ], [ 31, 31, 31, 31, 31, 31 ], [ 4530, 2674, 1856, 4530, 2674, 1856 ], [ 76.643458, 76.643458, 80.143458, 76.643458, 76.643458, 80.143458 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 587547, 544538, -483054, -426603, -545910, -336658 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 111, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 176, "multiplier": 3.47555 } } }
# | 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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