Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088151.1984 | 1134679.6958 | -46528.4975 | 135277.1271 | -87651.186 | 222928.3131 |
Total P&L (%) | 1088.1512 | 1134.6797 | -46.5285 | 135.2771 | -87.6512 | 222.9283 |
Avg Daily Profit (%) | 0.6001 | 0.6257 | -0.0257 | 0.0472 | -0.1153 | 0.0647 |
Buy And Hold Return (%) | 479.6421 | 479.6421 | 479.6421 | 479.6421 | 479.6421 | 479.6421 |
Max Trade Drawdown | -184769 | -156922 | -100709 | -1164527 | -1246892 | -527844 |
Profit Factor | 2.0226 | 2.6323 | 0.8739 | 1.0282 | 0.9734 | 1.1486 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Profitability (%) | 39.6135 | 41.7476 | 37.5 | 39.6135 | 41.7476 | 37.5 |
Ratio Avg Win / Avg Loss | 3.0833 | 3.673 | 1.4565 | 1.5674 | 1.3582 | 1.9143 |
Largest Winning Trade | 737262 | 737262 | 44624 | 371033 | 371033 | 351579 |
Largest Losing Trade | -48096 | -48096 | -25298 | -347524 | -347524 | -138774 |
Avg Bars in Trades | 51 | 84 | 18 | 51 | 84 | 18 |
Avg Bars in Winners | 67 | 107 | 23 | 67 | 107 | 23 |
Avg Bars in Losers | 40 | 67 | 15 | 40 | 67 | 15 |
Bars Traded | 10593 | 8691 | 1902 | 10593 | 8691 | 1902 |
Profit Streak | 0 | 79.5472 | 0 | 0 | 79.5472 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260922 | 364514 | -583971 | -487002 | -581231 | -333213 |
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.68186 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 2.68186 } } }
# | 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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