Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7755519.5458 | 143951.8306 | -7899471.3764 | 41099035.4547 | -13947352.7435 | 55046388.1982 |
Total P&L (%) | -7755.5195 | 143.9518 | -7899.4714 | 41099.0355 | -13947.3527 | 55046.3882 |
Avg Daily Profit (%) | -3.4241 | 0.0636 | -3.4876 | 0.2662 | 0 | 0.2791 |
Buy And Hold Return (%) | 9419.3435 | 9419.3435 | 9419.3435 | 9419.3435 | 9419.3435 | 9419.3435 |
Max Trade Drawdown | -7888618 | -21921 | -7990969 | -63036750 | -26466936 | -49942237 |
Profit Factor | 0.0768 | 2.7694 | 0.0505 | 1.2632 | 0.7288 | 1.5257 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 57 | 32 | 25 | 41 | 21 | 20 |
Losing Trades | 27 | 10 | 17 | 43 | 21 | 22 |
Profitability (%) | 67.8571 | 76.1905 | 59.5238 | 48.8095 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 0.0364 | 0.8654 | 0.0343 | 1.3248 | 0.7288 | 1.6783 |
Largest Winning Trade | 37867 | 23763 | 37867 | 53331666 | 6366162 | 53331666 |
Largest Losing Trade | -7810518 | -15854 | -7810518 | -12681506 | -9244456 | -12681506 |
Avg Bars in Trades | 78 | 21 | 134 | 78 | 21 | 134 |
Avg Bars in Winners | 53 | 19 | 97 | 68 | 23 | 116 |
Avg Bars in Losers | 129 | 28 | 188 | 86 | 20 | 150 |
Bars Traded | 6559 | 922 | 5636 | 6559 | 922 | 5636 |
Profit Streak | 39.4953 | 95.162 | 0 | 39.4953 | 95.162 | 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 | -577413 | -266262 | -579500 | 247387 | -579098 | 346857 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 2.91133 } }, "second_band": { "type": "kcl", "factors": { "length": 109, "offset": 81, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 2.91133 } }, "second_band": { "type": "kcl", "factors": { "length": 109, "offset": 81, "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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