Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514032.4781 | 465389.9068 | 48642.5713 | 216336.1576 | 339.5816 | 215996.576 |
Total P&L (%) | 514.0325 | 465.3899 | 48.6426 | 216.3362 | 0.3396 | 215.9966 |
Avg Daily Profit (%) | 0.2193 | 0.1986 | 0.0208 | 0.0492 | 0.0001 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116424 | -60574 | -92851 | -478916 | -358746 | -260978 |
Profit Factor | 1.6271 | 2.0371 | 1.1311 | 1.0895 | 1.0002 | 1.2095 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 43.3526 | 43.0233 | 43.6782 | 43.3526 | 43.0233 | 43.6782 |
Ratio Avg Win / Avg Loss | 2.126 | 2.6978 | 1.4585 | 1.4236 | 1.3246 | 1.5596 |
Largest Winning Trade | 319294 | 319294 | 67847 | 177456 | 177456 | 151117 |
Largest Losing Trade | -42672 | -33972 | -42672 | -176208 | -125924 | -176208 |
Avg Bars in Trades | 78 | 114 | 43 | 78 | 114 | 43 |
Avg Bars in Winners | 120 | 170 | 72 | 120 | 170 | 72 |
Avg Bars in Losers | 46 | 71 | 21 | 46 | 71 | 21 |
Bars Traded | 13615 | 9808 | 3807 | 13615 | 9808 | 3807 |
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 | 345763 | 303964 | -245673 | -251018 | -581685 | -129472 |
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 216, "multiplier": 3.422 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 216, "multiplier": 3.422 } } }
# | 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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