Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083683.1128 | 1141400.4692 | -57717.3564 | -82174.7574 | 379978.2486 | -462153.006 |
Total P&L (%) | 1083.6831 | 1141.4005 | -57.7174 | -82.1748 | 379.9782 | -462.153 |
Avg Daily Profit (%) | 0.5852 | 0.6164 | -0.0312 | -0.0931 | 0.0847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272634 | -225106 | -111888 | -1729735 | -1253644 | -597748 |
Profit Factor | 2.1957 | 2.763 | 0.7771 | 0.9699 | 1.198 | 0.4303 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 33.813 | 37.1429 | 30.4348 | 33.813 | 37.1429 | 30.4348 |
Ratio Avg Win / Avg Loss | 4.2979 | 4.6759 | 1.7762 | 1.8985 | 2.0275 | 0.9835 |
Largest Winning Trade | 1297920 | 1297920 | 38803 | 1622237 | 1622237 | 95006 |
Largest Losing Trade | -55288 | -55288 | -19444 | -608173 | -608173 | -224058 |
Avg Bars in Trades | 78 | 124 | 31 | 78 | 124 | 31 |
Avg Bars in Winners | 128 | 186 | 57 | 128 | 186 | 57 |
Avg Bars in Losers | 52 | 88 | 19 | 52 | 88 | 19 |
Bars Traded | 10906 | 8747 | 2159 | 10906 | 8747 | 2159 |
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 | 344912 | -82588 | -687567 | -583927 | -180849 | -690344 |
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{ "first_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 3.18124 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 3.18124 } } }
# | 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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