Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545871.8344 | 531828.2351 | 14043.5993 | -29406.8022 | 193007.2216 | -222414.0238 |
Total P&L (%) | 545.8718 | 531.8282 | 14.0436 | -29.4068 | 193.0072 | -222.414 |
Avg Daily Profit (%) | 0.262 | 0.2553 | 0.0067 | -0.0167 | 0.0516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145811 | -133697 | -144964 | -824486 | -581492 | -336270 |
Profit Factor | 1.3343 | 1.5243 | 1.0227 | 0.9925 | 1.0819 | 0.8574 |
Total Trades | 465 | 232 | 233 | 465 | 232 | 233 |
Winning Trades | 192 | 99 | 93 | 192 | 99 | 93 |
Losing Trades | 273 | 133 | 140 | 273 | 133 | 140 |
Profitability (%) | 41.2903 | 42.6724 | 39.9142 | 41.2903 | 42.6724 | 39.9142 |
Ratio Avg Win / Avg Loss | 1.8973 | 2.0479 | 1.5396 | 1.4112 | 1.4534 | 1.2907 |
Largest Winning Trade | 358222 | 358222 | 38722 | 544178 | 544178 | 101936 |
Largest Losing Trade | -37812 | -30121 | -37812 | -209044 | -136377 | -209044 |
Avg Bars in Trades | 52 | 74 | 31 | 52 | 74 | 31 |
Avg Bars in Winners | 76 | 102 | 48 | 76 | 102 | 48 |
Avg Bars in Losers | 36 | 53 | 19 | 36 | 53 | 19 |
Bars Traded | 24626 | 17349 | 7277 | 24626 | 17349 | 7277 |
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 | 324574 | 319867 | -421487 | -580068 | -256652 | -582369 |
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{ "first_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 2.54925 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 2.54925 } } }
# | 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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