Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435147.1151 | 1423191.4048 | 11955.7103 | 810038.9053 | 102744.0392 | 707294.8661 |
Total P&L (%) | 1435.1471 | 1423.1914 | 11.9557 | 810.0389 | 102.744 | 707.2949 |
Avg Daily Profit (%) | 0.7834 | 0.7769 | 0.0065 | 0.1206 | 0.0386 | 0.1141 |
Buy And Hold Return (%) | 667.0598 | 667.0598 | 667.0598 | 667.0598 | 667.0598 | 667.0598 |
Max Trade Drawdown | -144369 | -107517 | -104660 | -7911176 | -5352530 | -4153094 |
Profit Factor | 2.796 | 3.7058 | 1.0438 | 1.0315 | 1.0058 | 1.0887 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 38.8571 | 35.6322 | 42.0455 | 38.8571 | 35.6322 | 42.0455 |
Ratio Avg Win / Avg Loss | 4.3996 | 6.6943 | 1.4387 | 1.6231 | 1.8169 | 1.5006 |
Largest Winning Trade | 686256 | 686256 | 58903 | 4960320 | 4960320 | 2451350 |
Largest Losing Trade | -32254 | -32254 | -25309 | -1982363 | -1982363 | -1084921 |
Avg Bars in Trades | 28 | 45 | 11 | 28 | 45 | 11 |
Avg Bars in Winners | 44 | 78 | 15 | 44 | 78 | 15 |
Avg Bars in Losers | 18 | 27 | 9 | 18 | 27 | 9 |
Bars Traded | 4996 | 3942 | 1054 | 4996 | 3942 | 1054 |
Profit Streak | 99.3784 | 0 | 110.7117 | 99.3784 | 0 | 110.7117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356477 | 284625 | -524824 | -318006 | -526088 | -311734 |
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{ "first_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 214, "offset": 0, "multiplier": 1.20943 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 214, "offset": 0, "multiplier": 1.20943 } } }
# | 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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