Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551072.0174 | 1505816.2612 | 45255.7562 | 2283151.7294 | 2149624.8461 | 133526.8834 |
Total P&L (%) | 1551.072 | 1505.8163 | 45.2558 | 2283.1517 | 2149.6248 | 133.5269 |
Avg Daily Profit (%) | 0.856 | 0.831 | 0.025 | 0.1752 | 0.172 | 0.0468 |
Buy And Hold Return (%) | 557.0995 | 557.0995 | 557.0995 | 557.0995 | 557.0995 | 557.0995 |
Max Trade Drawdown | -151156 | -107595 | -75266 | -10782253 | -8058790 | -5400416 |
Profit Factor | 3.0385 | 4.0741 | 1.167 | 1.057 | 1.0804 | 1.01 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 39.1061 | 38.2022 | 40 | 39.1061 | 38.2022 | 40 |
Ratio Avg Win / Avg Loss | 4.7314 | 6.5904 | 1.7505 | 1.6458 | 1.7477 | 1.515 |
Largest Winning Trade | 776439 | 776439 | 60972 | 6959121 | 6959121 | 3904803 |
Largest Losing Trade | -25567 | -25567 | -19908 | -2343527 | -2343527 | -1377717 |
Avg Bars in Trades | 28 | 44 | 13 | 28 | 44 | 13 |
Avg Bars in Winners | 47 | 74 | 21 | 47 | 74 | 21 |
Avg Bars in Losers | 16 | 25 | 7 | 16 | 25 | 7 |
Bars Traded | 5098 | 3925 | 1173 | 5098 | 3925 | 1173 |
Profit Streak | 0 | 79.3311 | 0 | 0 | 79.3311 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457010 | 453139 | -364952 | -154101 | -129859 | -508506 |
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 1.11043 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 1.11043 } } }
# | 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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