Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797873.9155 | 738871.2161 | 59002.6994 | 2786189.4204 | 2847940.7021 | -61751.2817 |
Total P&L (%) | 797.8739 | 738.8712 | 59.0027 | 2786.1894 | 2847.9407 | -61.7513 |
Avg Daily Profit (%) | 0.439 | 0.4065 | 0.0325 | 0.1852 | 0.1863 | -0.0529 |
Buy And Hold Return (%) | 703.6145 | 703.6145 | 703.6145 | 703.6145 | 703.6145 | 703.6145 |
Max Trade Drawdown | -63373 | -27949 | -63107 | -2376278 | -1225806 | -1658363 |
Profit Factor | 3.3385 | 7.2109 | 1.2655 | 1.3732 | 2.1103 | 0.9874 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.0803 | 8.2411 | 1.6549 | 1.6784 | 2.4118 | 1.2912 |
Largest Winning Trade | 419580 | 419580 | 69393 | 2553580 | 2553580 | 1491199 |
Largest Losing Trade | -29393 | -18247 | -29393 | -768795 | -524289 | -768795 |
Avg Bars in Trades | 113 | 54 | 173 | 113 | 54 | 173 |
Avg Bars in Winners | 192 | 92 | 301 | 192 | 92 | 301 |
Avg Bars in Losers | 49 | 21 | 75 | 49 | 21 | 75 |
Bars Traded | 6833 | 1629 | 5204 | 6833 | 1629 | 5204 |
Profit Streak | 0 | 42.8304 | 0 | 0 | 42.8304 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -283080 | -132213 | -316954 | -168148 | 338313 | -581751 |
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{ "first_band": { "type": "kcu", "factors": { "length": 236, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.14926 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 797873.91547346, 738871.216117877, 59002.699355583, 2786189.42041478, 2847940.702128044, -61751.2817132641 ], [ 797.873915, 738.871216, 59.002699, 2786.18942, 2847.940702, -61.751282 ], [ 0.438995, 0.406532, 0.032464, 0.185179, 0.186346, -0.052864 ], [ 703.614522, 703.614522, 703.614522, 703.614522, 703.614522, 703.614522 ], [ -63373, -27949, -63107, -2376278, -1225806, -1658363 ], [ 3.338451, 7.21093, 1.265497, 1.373237, 2.110294, 0.987397 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 14, 13, 27, 14, 13 ], [ 33, 16, 17, 33, 16, 17 ], [ 45, 46.666667, 43.333333, 45, 46.666667, 43.333333 ], [ 4.080329, 8.241063, 1.654881, 1.6784, 2.411764, 1.291212 ], [ 419580, 419580, 69393, 2553580, 2553580, 1491199 ], [ -29393, -18247, -29393, -768795, -524289, -768795 ], [ 113, 54, 173, 113, 54, 173 ], [ 192, 92, 301, 192, 92, 301 ], [ 49, 21, 75, 49, 21, 75 ], [ 6833, 1629, 5204, 6833, 1629, 5204 ], [ 0, 42.830444, 0, 0, 42.830444, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -283080, -132213, -316954, -168148, 338313, -581751 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 236, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 3.14926 } } }
# | 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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