Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10738285.5145 | 239652.0516 | -10977937.5661 | 214446357.718 | -8264123.577 | 222710481.295 |
Total P&L (%) | -10738.2855 | 239.6521 | -10977.9376 | 214446.3577 | -8264.1236 | 222710.4813 |
Avg Daily Profit (%) | -4.7458 | 0.1059 | -4.8518 | 0.3396 | 0 | 0.3413 |
Buy And Hold Return (%) | 10305.5405 | 10305.5405 | 10305.5405 | 10305.5405 | 10305.5405 | 10305.5405 |
Max Trade Drawdown | -11102260 | -38285 | -11094809 | -233699183 | -111806589 | -175559640 |
Profit Factor | 0.0873 | 2.3994 | 0.0532 | 1.2637 | 0.9735 | 1.4444 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 135 | 72 | 63 | 85 | 44 | 41 |
Losing Trades | 67 | 29 | 38 | 117 | 57 | 60 |
Profitability (%) | 66.8317 | 71.2871 | 62.3762 | 42.0792 | 43.5644 | 40.5941 |
Ratio Avg Win / Avg Loss | 0.0433 | 0.9664 | 0.0321 | 1.7394 | 1.2612 | 2.1138 |
Largest Winning Trade | 45228 | 30706 | 45228 | 190333059 | 55765532 | 190333059 |
Largest Losing Trade | -11030442 | -24362 | -11030442 | -57221189 | -24645858 | -57221189 |
Avg Bars in Trades | 65 | 28 | 102 | 65 | 28 | 102 |
Avg Bars in Winners | 46 | 22 | 73 | 59 | 34 | 87 |
Avg Bars in Losers | 103 | 42 | 150 | 69 | 24 | 113 |
Bars Traded | 13253 | 2897 | 10356 | 13253 | 2897 | 10356 |
Profit Streak | 22.8692 | 69.2025 | 0 | 22.8692 | 69.2025 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576991 | -211160 | -579458 | 314217 | -580241 | 265675 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 2.62625 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 2.62625 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "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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