Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241459.0066 | 38140.6316 | 203318.375 | 133685.3458 | 45832.8481 | 87852.4977 |
Total P&L (%) | 241.459 | 38.1406 | 203.3184 | 133.6853 | 45.8328 | 87.8525 |
Avg Daily Profit (%) | 0.1628 | 0.0257 | 0.1371 | 0.0573 | 0.0254 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92920 | -80616 | -67738 | -239915 | -160822 | -210108 |
Profit Factor | 1.3546 | 1.1182 | 1.5675 | 1.1098 | 1.0891 | 1.1249 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 61.3924 | 64.557 | 58.2278 | 61.3924 | 64.557 | 58.2278 |
Ratio Avg Win / Avg Loss | 0.8519 | 0.6139 | 1.1245 | 0.6979 | 0.5979 | 0.807 |
Largest Winning Trade | 35350 | 35350 | 34007 | 52373 | 52373 | 51910 |
Largest Losing Trade | -58014 | -41961 | -58014 | -183940 | -75620 | -183940 |
Avg Bars in Trades | 53 | 24 | 82 | 53 | 24 | 82 |
Avg Bars in Winners | 40 | 20 | 62 | 40 | 20 | 62 |
Avg Bars in Losers | 74 | 32 | 110 | 74 | 32 | 110 |
Bars Traded | 8425 | 1922 | 6503 | 8425 | 1922 | 6503 |
Profit Streak | 19.9626 | 21.4626 | 19.9626 | 19.9626 | 21.4626 | 19.9626 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339267 | -276485 | -33326 | -214533 | -308262 | -245938 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.17456 } }, "second_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.17456 } }, "second_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 2 } } }
# | 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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