Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497558.9448 | 564273.9291 | -66714.9843 | -48693.2506 | 396836.436 | -445529.6866 |
Total P&L (%) | 497.5589 | 564.2739 | -66.715 | -48.6933 | 396.8364 | -445.5297 |
Avg Daily Profit (%) | 0.2388 | 0.2709 | -0.032 | -0.032 | 0.077 | 0 |
Buy And Hold Return (%) | 64.5255 | 64.5255 | 64.5255 | 64.5255 | 64.5255 | 64.5255 |
Max Trade Drawdown | -214345 | -172138 | -82039 | -2014750 | -1529729 | -495378 |
Profit Factor | 1.4649 | 1.7718 | 0.8032 | 0.9903 | 1.1107 | 0.6936 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Losing Trades | 164 | 75 | 89 | 164 | 75 | 89 |
Profitability (%) | 34.6614 | 40 | 29.3651 | 34.6614 | 40 | 29.3651 |
Ratio Avg Win / Avg Loss | 2.7615 | 2.6578 | 1.9321 | 1.8668 | 1.6661 | 1.6684 |
Largest Winning Trade | 367992 | 367992 | 18065 | 829067 | 829067 | 113013 |
Largest Losing Trade | -33623 | -33623 | -21480 | -603911 | -603911 | -187699 |
Avg Bars in Trades | 97 | 165 | 30 | 97 | 165 | 30 |
Avg Bars in Winners | 151 | 226 | 51 | 151 | 226 | 51 |
Avg Bars in Losers | 69 | 125 | 21 | 69 | 125 | 21 |
Bars Traded | 24517 | 20708 | 3809 | 24517 | 20708 | 3809 |
Profit Streak | 5.6529 | 7.6529 | 5.6529 | 5.6529 | 7.6529 | 5.6529 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240424 | 308506 | -588092 | -581477 | -191807 | -588092 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.96265 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.96265 } } }
# | 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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