Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422693.0519 | 1480958.6325 | -58265.5807 | 161441.1238 | 2438909.6948 | -2277468.571 |
Total P&L (%) | 1422.6931 | 1480.9586 | -58.2656 | 161.4411 | 2438.9097 | -2277.4686 |
Avg Daily Profit (%) | 0.5985 | 0.623 | -0.0245 | 0.0404 | 0.1362 | 0 |
Buy And Hold Return (%) | 311.8856 | 311.8856 | 311.8856 | 311.8856 | 311.8856 | 311.8856 |
Max Trade Drawdown | -196389 | -176789 | -84234 | -4688164 | -2775952 | -2327830 |
Profit Factor | 3.0306 | 4.8341 | 0.8147 | 1.0228 | 1.6401 | 0.3061 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 33.0189 | 30.1887 | 35.8491 | 33.0189 | 30.1887 | 35.8491 |
Ratio Avg Win / Avg Loss | 6.1477 | 11.1787 | 1.4578 | 2.0747 | 3.7927 | 0.5477 |
Largest Winning Trade | 1072899 | 1072899 | 50160 | 4527608 | 4527608 | 254934 |
Largest Losing Trade | -37530 | -37530 | -26486 | -1289657 | -1289657 | -712417 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 88 | 80 | 95 | 88 | 80 | 95 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 4523 | 1953 | 2570 | 4523 | 1953 | 2570 |
Profit Streak | 0 | 0 | 28.5203 | 0 | 0 | 28.5203 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330771 | -170267 | -764129 | -505364 | -195774 | -765796 |
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{ "first_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 1.07164 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1422693.051896522, 1480958.6325466232, -58265.5806501011, 161441.1238192396, 2438909.6947967685, -2277468.570977528 ], [ 1422.693052, 1480.958633, -58.265581, 161.441124, 2438.909695, -2277.468571 ], [ 0.598525, 0.623037, -0.024512, 0.040439, 0.13616, 0 ], [ 311.885597, 311.885597, 311.885597, 311.885597, 311.885597, 311.885597 ], [ -196389, -176789, -84234, -4688164, -2775952, -2327830 ], [ 3.03055, 4.83405, 0.814665, 1.022763, 1.640068, 0.306057 ], [ 106, 53, 53, 106, 53, 53 ], [ 35, 16, 19, 35, 16, 19 ], [ 71, 37, 34, 71, 37, 34 ], [ 33.018868, 30.188679, 35.849057, 33.018868, 30.188679, 35.849057 ], [ 6.147686, 11.17874, 1.457821, 2.074747, 3.792656, 0.54768 ], [ 1072899, 1072899, 50160, 4527608, 4527608, 254934 ], [ -37530, -37530, -26486, -1289657, -1289657, -712417 ], [ 42, 36, 48, 42, 36, 48 ], [ 88, 80, 95, 88, 80, 95 ], [ 20, 17, 22, 20, 17, 22 ], [ 4523, 1953, 2570, 4523, 1953, 2570 ], [ 0, 0, 28.520297, 0, 0, 28.520297 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330771, -170267, -764129, -505364, -195774, -765796 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 180, "offset": 0, "multiplier": 1.07164 } } }
# | 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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