Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316186.2539 | 1629926.1706 | -313739.9167 | -99445.7332 | 425739.0937 | -525184.8269 |
Total P&L (%) | 1316.1863 | 1629.9262 | -313.7399 | -99.4457 | 425.7391 | -525.1848 |
Avg Daily Profit (%) | 0.5914 | 0.7323 | -0.141 | -0.2332 | 0.0746 | 0 |
Buy And Hold Return (%) | 249.3416 | 249.3416 | 249.3416 | 249.3416 | 249.3416 | 249.3416 |
Max Trade Drawdown | -509662 | -256380 | -367354 | -767746 | -295186 | -569181 |
Profit Factor | 1.9233 | 3.2314 | 0.5486 | 0.9393 | 1.5614 | 0.404 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 37.2671 | 38.75 | 35.8025 | 37.2671 | 38.75 | 35.8025 |
Ratio Avg Win / Avg Loss | 3.2375 | 5.1076 | 0.9838 | 1.5812 | 2.4679 | 0.7245 |
Largest Winning Trade | 1821936 | 1821936 | 44448 | 728165 | 728165 | 114966 |
Largest Losing Trade | -47774 | -40945 | -47774 | -193709 | -141030 | -193709 |
Avg Bars in Trades | 39 | 47 | 32 | 39 | 47 | 32 |
Avg Bars in Winners | 55 | 61 | 47 | 55 | 61 | 47 |
Avg Bars in Losers | 30 | 37 | 24 | 30 | 37 | 24 |
Bars Traded | 6405 | 3761 | 2644 | 6405 | 3761 | 2644 |
Profit Streak | 0 | 62.0138 | 0 | 0 | 62.0138 | 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 | 352050 | -4402 | -598257 | -582108 | -122250 | -598257 |
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{ "first_band": { "type": "kcb", "factors": { "length": 102, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 3.26649 } } }
{ "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": [ [ 1316186.2539461665, 1629926.170643388, -313739.9166972212, -99445.7332264128, 425739.0936632172, -525184.8268896297 ], [ 1316.186254, 1629.926171, -313.739917, -99.445733, 425.739094, -525.184827 ], [ 0.591366, 0.732331, -0.140964, -0.233153, 0.074596, 0 ], [ 249.341596, 249.341596, 249.341596, 249.341596, 249.341596, 249.341596 ], [ -509662, -256380, -367354, -767746, -295186, -569181 ], [ 1.923269, 3.231364, 0.548648, 0.939349, 1.561355, 0.404036 ], [ 161, 80, 81, 161, 80, 81 ], [ 60, 31, 29, 60, 31, 29 ], [ 101, 49, 52, 101, 49, 52 ], [ 37.267081, 38.75, 35.802469, 37.267081, 38.75, 35.802469 ], [ 3.237502, 5.10764, 0.983782, 1.581238, 2.467948, 0.724479 ], [ 1821936, 1821936, 44448, 728165, 728165, 114966 ], [ -47774, -40945, -47774, -193709, -141030, -193709 ], [ 39, 47, 32, 39, 47, 32 ], [ 55, 61, 47, 55, 61, 47 ], [ 30, 37, 24, 30, 37, 24 ], [ 6405, 3761, 2644, 6405, 3761, 2644 ], [ 0, 62.013821, 0, 0, 62.013821, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352050, -4402, -598257, -582108, -122250, -598257 ] ] }
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{ "first_band": { "type": "kcb", "factors": { "length": 102, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 3.26649 } } }
# | 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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