Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251285.9183 | 252271.3954 | -985.4771 | -41193.3206 | 66127.0661 | -107320.3867 |
Total P&L (%) | 251.2859 | 252.2714 | -0.9855 | -41.1933 | 66.1271 | -107.3204 |
Avg Daily Profit (%) | 0.2327 | 0.2336 | -0.0009 | -0.0492 | 0.047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194005 | -136044 | -80459 | -454171 | -311599 | -240177 |
Profit Factor | 1.3048 | 1.437 | 0.996 | 0.9803 | 1.0449 | 0.827 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 115 | 65 | 50 | 115 | 65 | 50 |
Losing Trades | 159 | 72 | 87 | 159 | 72 | 87 |
Profitability (%) | 41.9708 | 47.4453 | 36.4964 | 41.9708 | 47.4453 | 36.4964 |
Ratio Avg Win / Avg Loss | 1.804 | 1.5917 | 1.7331 | 1.3554 | 1.1574 | 1.439 |
Largest Winning Trade | 346922 | 346922 | 19820 | 370589 | 370589 | 30151 |
Largest Losing Trade | -28481 | -28481 | -9170 | -99662 | -99662 | -35307 |
Avg Bars in Trades | 46 | 78 | 14 | 46 | 78 | 14 |
Avg Bars in Winners | 49 | 70 | 22 | 49 | 70 | 22 |
Avg Bars in Losers | 43 | 85 | 9 | 43 | 85 | 9 |
Bars Traded | 12692 | 10733 | 1959 | 12692 | 10733 | 1959 |
Profit Streak | 0 | 5.1115 | 0 | 0 | 5.1115 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267683 | 340958 | -583164 | -580800 | -302001 | -584276 |
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.32046 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.32046 } } }
# | 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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