Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248406.9637 | 17969.0893 | 230437.8745 | -233685.5551 | -20299.8485 | -213385.7066 |
Total P&L (%) | 248.407 | 17.9691 | 230.4379 | -233.6856 | -20.2998 | -213.3857 |
Avg Daily Profit (%) | 0.1627 | 0.0118 | 0.1509 | 0 | -0.0149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135467 | -92216 | -119563 | -514197 | -145881 | -492974 |
Profit Factor | 1.4873 | 1.0904 | 1.7407 | 0.7744 | 0.9311 | 0.7121 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 65 | 29 | 36 | 54 | 30 | 24 |
Losing Trades | 38 | 23 | 15 | 49 | 22 | 27 |
Profitability (%) | 63.1068 | 55.7692 | 70.5882 | 52.4272 | 57.6923 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.8695 | 0.8648 | 0.7253 | 0.7027 | 0.6828 | 0.8011 |
Largest Winning Trade | 47966 | 36348 | 47966 | 69858 | 68278 | 69858 |
Largest Losing Trade | -112857 | -36665 | -112857 | -427966 | -73064 | -427966 |
Avg Bars in Trades | 38 | 19 | 57 | 38 | 19 | 57 |
Avg Bars in Winners | 30 | 15 | 42 | 33 | 19 | 50 |
Avg Bars in Losers | 51 | 24 | 93 | 43 | 18 | 64 |
Bars Traded | 3940 | 1011 | 2928 | 3940 | 1011 | 2928 |
Profit Streak | 97.673 | 97.673 | 160.3396 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352643 | -486542 | -168309 | -580189 | -759558 | -761977 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 2.74748 } }, "second_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 2.74748 } }, "second_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } } }
# | 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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