Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529760.8539 | 1537499.0011 | -7738.1472 | 293178.9349 | 341518.5482 | -48339.6133 |
Total P&L (%) | 1529.7609 | 1537.499 | -7.7381 | 293.1789 | 341.5185 | -48.3396 |
Avg Daily Profit (%) | 0.841 | 0.8452 | -0.0043 | 0.0753 | 0.0817 | -0.0363 |
Buy And Hold Return (%) | 608.7167 | 608.7167 | 608.7167 | 608.7167 | 608.7167 | 608.7167 |
Max Trade Drawdown | -122775 | -131450 | -71042 | -1918039 | -2217008 | -633047 |
Profit Factor | 3.1396 | 3.9433 | 0.9598 | 1.0358 | 1.0549 | 0.9755 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 37.5 | 39.2857 | 35.7143 | 37.5 | 39.2857 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.2327 | 6.0942 | 1.7277 | 1.7263 | 1.6303 | 1.7559 |
Largest Winning Trade | 853482 | 853482 | 36513 | 2009651 | 2009651 | 464610 |
Largest Losing Trade | -59462 | -59462 | -26932 | -787273 | -787273 | -365801 |
Avg Bars in Trades | 92 | 160 | 23 | 92 | 160 | 23 |
Avg Bars in Winners | 111 | 191 | 24 | 111 | 191 | 24 |
Avg Bars in Losers | 80 | 141 | 22 | 80 | 141 | 22 |
Bars Traded | 10330 | 9013 | 1317 | 10330 | 9013 | 1317 |
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 | 399368 | -167529 | -763611 | -442805 | -592928 | -763611 |
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{ "first_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.81554 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.81554 } } }
# | 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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