Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12210.9557 | 128947.445 | -141158.4007 | 1491027.882 | 686851.2559 | 804176.6261 |
Total P&L (%) | -12.211 | 128.9474 | -141.1584 | 1491.0279 | 686.8513 | 804.1766 |
Avg Daily Profit (%) | -0.009 | 0.0951 | -0.1041 | 0.2042 | 0.1522 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -420131 | -39253 | -387318 | -613448 | -250239 | -427500 |
Profit Factor | 0.9829 | 2.1596 | 0.7659 | 1.7189 | 2.4881 | 1.4988 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 51 | 29 | 22 | 47 | 27 | 20 |
Losing Trades | 28 | 11 | 17 | 32 | 13 | 19 |
Profitability (%) | 64.557 | 72.5 | 56.4103 | 59.4937 | 67.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.5396 | 0.8192 | 0.5918 | 1.1703 | 1.198 | 1.4238 |
Largest Winning Trade | 57884 | 40732 | 57884 | 389470 | 176099 | 389470 |
Largest Losing Trade | -269358 | -19415 | -269358 | -415473 | -176015 | -415473 |
Avg Bars in Trades | 46 | 14 | 79 | 46 | 14 | 79 |
Avg Bars in Winners | 47 | 11 | 94 | 50 | 11 | 103 |
Avg Bars in Losers | 44 | 20 | 60 | 39 | 18 | 54 |
Bars Traded | 3666 | 562 | 3104 | 3666 | 562 | 3104 |
Profit Streak | 90.0844 | 170.4177 | 0 | 90.0844 | 170.4177 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609332 | -60137 | -579926 | -18990 | 546816 | 331280 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 4.10899 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 4.10899 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "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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