Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630993.8219 | 648009.6846 | -17015.8627 | 277608.7231 | 258294.5565 | 19314.1666 |
Total P&L (%) | 630.9938 | 648.0097 | -17.0159 | 277.6087 | 258.2946 | 19.3142 |
Avg Daily Profit (%) | 0.3494 | 0.3588 | -0.0094 | 0.0736 | 0.0707 | 0.0098 |
Buy And Hold Return (%) | 337.3827 | 337.3827 | 337.3827 | 337.3827 | 337.3827 | 337.3827 |
Max Trade Drawdown | -223733 | -136826 | -130645 | -3717002 | -2563536 | -1659903 |
Profit Factor | 1.9088 | 2.6147 | 0.9419 | 1.037 | 1.0527 | 1.0074 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Losing Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Profitability (%) | 44.898 | 57.1429 | 32.6531 | 44.898 | 57.1429 | 32.6531 |
Ratio Avg Win / Avg Loss | 2.3426 | 1.961 | 1.9427 | 1.2726 | 0.7896 | 2.0777 |
Largest Winning Trade | 362914 | 362914 | 40415 | 1029755 | 1029755 | 821289 |
Largest Losing Trade | -66322 | -66322 | -43495 | -1474086 | -1474086 | -726976 |
Avg Bars in Trades | 35 | 55 | 14 | 35 | 55 | 14 |
Avg Bars in Winners | 45 | 58 | 22 | 45 | 58 | 22 |
Avg Bars in Losers | 27 | 52 | 10 | 27 | 52 | 10 |
Bars Traded | 3455 | 2736 | 719 | 3455 | 2736 | 719 |
Profit Streak | 0 | 173.3045 | 0 | 0 | 173.3045 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 124626 | 337291 | -584372 | -442038 | -426100 | -563202 |
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 3.13124 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 3.13124 } } }
# | 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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