Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436574.8946 | 1447372.493 | -10797.5985 | -62507.5776 | 258354.3341 | -320861.9117 |
Total P&L (%) | 1436.5749 | 1447.3725 | -10.7976 | -62.5076 | 258.3543 | -320.8619 |
Avg Daily Profit (%) | 0.6071 | 0.6117 | -0.0046 | -0.0415 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191707 | -182764 | -112192 | -1428085 | -849045 | -887634 |
Profit Factor | 2.0194 | 2.683 | 0.9803 | 0.9838 | 1.113 | 0.7967 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 40.8907 | 39.5161 | 42.2764 | 40.8907 | 39.5161 | 42.2764 |
Ratio Avg Win / Avg Loss | 2.9191 | 4.1066 | 1.3385 | 1.4222 | 1.7036 | 1.0878 |
Largest Winning Trade | 1511625 | 1511625 | 52296 | 881484 | 881484 | 225982 |
Largest Losing Trade | -49728 | -40751 | -49728 | -496989 | -496989 | -173598 |
Avg Bars in Trades | 37 | 50 | 24 | 37 | 50 | 24 |
Avg Bars in Winners | 43 | 56 | 32 | 43 | 56 | 32 |
Avg Bars in Losers | 33 | 46 | 18 | 33 | 46 | 18 |
Bars Traded | 9246 | 6245 | 3001 | 9246 | 6245 | 3001 |
Profit Streak | 12.5619 | 13.8119 | 0 | 12.5619 | 13.8119 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493907 | 466964 | -582064 | -580746 | -219654 | -582064 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 2.78609 } } }
{ "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": [ [ 1436574.8945500867, 1447372.493027818, -10797.5984777315, -62507.5776349293, 258354.3340563556, -320861.911691285 ], [ 1436.574895, 1447.372493, -10.797598, -62.507578, 258.354334, -320.861912 ], [ 0.60711, 0.611674, -0.004563, -0.041451, 0.053954, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -191707, -182764, -112192, -1428085, -849045, -887634 ], [ 2.019385, 2.682972, 0.980341, 0.983823, 1.11303, 0.796704 ], [ 247, 124, 123, 247, 124, 123 ], [ 101, 49, 52, 101, 49, 52 ], [ 146, 75, 71, 146, 75, 71 ], [ 40.890688, 39.516129, 42.276423, 40.890688, 39.516129, 42.276423 ], [ 2.91911, 4.10659, 1.338543, 1.42216, 1.703617, 1.087807 ], [ 1511625, 1511625, 52296, 881484, 881484, 225982 ], [ -49728, -40751, -49728, -496989, -496989, -173598 ], [ 37, 50, 24, 37, 50, 24 ], [ 43, 56, 32, 43, 56, 32 ], [ 33, 46, 18, 33, 46, 18 ], [ 9246, 6245, 3001, 9246, 6245, 3001 ], [ 12.561874, 13.811874, 0, 12.561874, 13.811875, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493907, 466964, -582064, -580746, -219654, -582064 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 2.78609 } } }
# | 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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