Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537167.8935 | 1488105.8939 | 49061.9996 | 1765554.9014 | -458154.7822 | 2223709.6836 |
Total P&L (%) | 1537.1679 | 1488.1059 | 49.062 | 1765.5549 | -458.1548 | 2223.7097 |
Avg Daily Profit (%) | 0.8432 | 0.8163 | 0.0269 | 0.1606 | 0 | 0.1727 |
Buy And Hold Return (%) | 757.2954 | 757.2954 | 757.2954 | 757.2954 | 757.2954 | 757.2954 |
Max Trade Drawdown | -120280 | -129248 | -60640 | -5913016 | -7031816 | -2058603 |
Profit Factor | 3.0071 | 3.9031 | 1.1937 | 1.0596 | 0.9784 | 1.2628 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Profitability (%) | 45.2555 | 50 | 40.5797 | 45.2555 | 50 | 40.5797 |
Ratio Avg Win / Avg Loss | 3.6376 | 3.9031 | 1.7479 | 1.2818 | 0.9784 | 1.8491 |
Largest Winning Trade | 679009 | 679009 | 47242 | 4608865 | 4608865 | 2352079 |
Largest Losing Trade | -51344 | -51344 | -26432 | -2219458 | -2219458 | -1003226 |
Avg Bars in Trades | 75 | 128 | 24 | 75 | 128 | 24 |
Avg Bars in Winners | 97 | 153 | 28 | 97 | 153 | 28 |
Avg Bars in Losers | 58 | 103 | 20 | 58 | 103 | 20 |
Bars Traded | 10396 | 8729 | 1667 | 10396 | 8729 | 1667 |
Profit Streak | 77.8887 | 88.5554 | 77.8887 | 77.8887 | 88.5554 | 77.8887 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422594 | -95171 | -433815 | -152484 | -688998 | -99181 |
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{ "first_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.12171 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.12171 } } }
# | 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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