Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042865.8818 | 1067922.0789 | -25056.1971 | 81160.1499 | 521515.4506 | -440355.3006 |
Total P&L (%) | 1042.8659 | 1067.9221 | -25.0562 | 81.1602 | 521.5155 | -440.3553 |
Avg Daily Profit (%) | 0.5829 | 0.5969 | -0.014 | 0.0332 | 0.1022 | 0 |
Buy And Hold Return (%) | 264.2608 | 264.2608 | 264.2608 | 264.2608 | 264.2608 | 264.2608 |
Max Trade Drawdown | -160947 | -141422 | -113050 | -1701025 | -1442658 | -946241 |
Profit Factor | 2.1685 | 2.8524 | 0.9207 | 1.0151 | 1.1456 | 0.7527 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 49.0741 | 46.2963 | 51.8519 | 49.0741 | 46.2963 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.2503 | 3.3088 | 0.8549 | 1.0534 | 1.3288 | 0.699 |
Largest Winning Trade | 863851 | 863851 | 30448 | 1630031 | 1630031 | 231971 |
Largest Losing Trade | -52869 | -52869 | -40125 | -729781 | -619062 | -729781 |
Avg Bars in Trades | 64 | 100 | 28 | 64 | 100 | 28 |
Avg Bars in Winners | 65 | 96 | 38 | 65 | 96 | 38 |
Avg Bars in Losers | 63 | 104 | 16 | 63 | 104 | 16 |
Bars Traded | 6965 | 5446 | 1519 | 6965 | 5446 | 1519 |
Profit Streak | 46.1538 | 46.1538 | 72.4038 | 46.1538 | 46.1538 | 72.4038 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522429 | -166248 | -759348 | -516828 | -304576 | -759348 |
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{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 4.94248 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 4.94248 } } }
# | 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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