Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438408.5477 | 460460.7371 | -22052.1893 | 466660.615 | 1723602.53 | -1256941.915 |
Total P&L (%) | 438.4085 | 460.4607 | -22.0522 | 466.6606 | 1723.6025 | -1256.9419 |
Avg Daily Profit (%) | 0.2417 | 0.2539 | -0.0122 | 0.0957 | 0.1602 | 0 |
Buy And Hold Return (%) | 611.1135 | 611.1135 | 611.1135 | 611.1135 | 611.1135 | 611.1135 |
Max Trade Drawdown | -148027 | -24566 | -151483 | -908081 | -155323 | -1630920 |
Profit Factor | 1.982 | 8.0227 | 0.9421 | 1.1422 | 5.8166 | 0.5702 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 49.2958 | 58.3333 | 40 | 49.2958 | 58.3333 | 40 |
Ratio Avg Win / Avg Loss | 2.0386 | 5.7305 | 1.4132 | 1.1748 | 4.1547 | 0.8553 |
Largest Winning Trade | 147310 | 147310 | 74325 | 500840 | 500840 | 360943 |
Largest Losing Trade | -38661 | -14042 | -38661 | -486448 | -73871 | -486448 |
Avg Bars in Trades | 70 | 11 | 130 | 70 | 11 | 130 |
Avg Bars in Winners | 120 | 16 | 276 | 120 | 16 | 276 |
Avg Bars in Losers | 21 | 5 | 33 | 21 | 5 | 33 |
Bars Traded | 4987 | 426 | 4561 | 4987 | 426 | 4561 |
Profit Streak | 42.7732 | 47.7732 | 0 | 42.7732 | 47.7732 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -245034 | -147251 | -583009 | -386130 | 530538 | -584676 |
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{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 1.24294 } } }
{ "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": [ [ 438408.5477284511, 460460.7370678381, -22052.1893393868, 466660.6150393782, 1723602.5300490172, -1256941.9150096392 ], [ 438.408548, 460.460737, -22.052189, 466.660615, 1723.60253, -1256.941915 ], [ 0.241725, 0.253883, -0.012159, 0.095686, 0.160212, 0 ], [ 611.113533, 611.113533, 611.113533, 611.113533, 611.113533, 611.113533 ], [ -148027, -24566, -151483, -908081, -155323, -1630920 ], [ 1.98199, 8.022722, 0.942102, 1.142181, 5.816586, 0.570176 ], [ 71, 36, 35, 71, 36, 35 ], [ 35, 21, 14, 35, 21, 14 ], [ 36, 15, 21, 36, 15, 21 ], [ 49.295775, 58.333333, 40, 49.295775, 58.333333, 40 ], [ 2.038618, 5.730516, 1.413153, 1.174815, 4.154704, 0.855264 ], [ 147310, 147310, 74325, 500840, 500840, 360943 ], [ -38661, -14042, -38661, -486448, -73871, -486448 ], [ 70, 11, 130, 70, 11, 130 ], [ 120, 16, 276, 120, 16, 276 ], [ 21, 5, 33, 21, 5, 33 ], [ 4987, 426, 4561, 4987, 426, 4561 ], [ 42.773236, 47.773236, 0, 42.773236, 47.773236, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -245034, -147251, -583009, -386130, 530538, -584676 ] ] }
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{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 1.24294 } } }
# | 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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