Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971124.0561 | 1127245.4192 | -156121.363 | -94645.4374 | 32467.4403 | -127112.8778 |
Total P&L (%) | 971.1241 | 1127.2454 | -156.1214 | -94.6454 | 32.4674 | -127.1129 |
Avg Daily Profit (%) | 0.5087 | 0.5905 | -0.0818 | -0.1532 | 0.0147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -401308 | -272570 | -160807 | -877343 | -773817 | -131557 |
Profit Factor | 2.22 | 3.1482 | 0.4246 | 0.9456 | 1.0239 | 0.6659 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 36.2832 | 37.5 | 35.0877 | 36.2832 | 37.5 | 35.0877 |
Ratio Avg Win / Avg Loss | 3.8984 | 5.2471 | 0.7854 | 1.6605 | 1.7065 | 1.2318 |
Largest Winning Trade | 1406780 | 1406780 | 19860 | 823972 | 823972 | 57189 |
Largest Losing Trade | -40077 | -40077 | -25224 | -331724 | -331724 | -61461 |
Avg Bars in Trades | 48 | 78 | 18 | 48 | 78 | 18 |
Avg Bars in Winners | 60 | 97 | 22 | 60 | 97 | 22 |
Avg Bars in Losers | 41 | 67 | 16 | 41 | 67 | 16 |
Bars Traded | 5488 | 4418 | 1070 | 5488 | 4418 | 1070 |
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 | 355207 | -167802 | -766632 | -583034 | -554376 | -764965 |
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{ "first_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 1.39116 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 1.39116 } } }
# | 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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