Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2614357.7507 | 2662904.4781 | -48546.7274 | 152941.9593 | 5789229.1536 | -5636287.1943 |
Total P&L (%) | 2614.3578 | 2662.9045 | -48.5467 | 152.942 | 5789.2292 | -5636.2872 |
Avg Daily Profit (%) | 1.1803 | 1.2022 | -0.0219 | 0.0419 | 0.1842 | 0 |
Buy And Hold Return (%) | 218.3099 | 218.3099 | 218.3099 | 218.3099 | 218.3099 | 218.3099 |
Max Trade Drawdown | -247469 | -145882 | -104909 | -14706251 | -6614021 | -8183674 |
Profit Factor | 5.7773 | 8.5264 | 0.749 | 1.0088 | 1.6631 | 0.3444 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 40.9091 | 51.5152 | 30.303 | 40.9091 | 51.5152 | 30.303 |
Ratio Avg Win / Avg Loss | 8.3449 | 8.0248 | 1.7228 | 1.4572 | 1.5653 | 0.7922 |
Largest Winning Trade | 2646290 | 2646290 | 41535 | 5856135 | 5856135 | 2524280 |
Largest Losing Trade | -66669 | -66669 | -47774 | -7140093 | -5203850 | -7140093 |
Avg Bars in Trades | 61 | 100 | 21 | 61 | 100 | 21 |
Avg Bars in Winners | 91 | 126 | 32 | 91 | 126 | 32 |
Avg Bars in Losers | 39 | 73 | 16 | 39 | 73 | 16 |
Bars Traded | 4027 | 3329 | 698 | 4027 | 3329 | 698 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110451 | 799739 | -585407 | -645842 | 404071 | -588184 |
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 217, "multiplier": 3.36275 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 217, "multiplier": 3.36275 } } }
# | 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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