Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211559.5547 | 98535.5642 | 113023.9905 | -120262.0161 | 1297819.4099 | -1418081.426 |
Total P&L (%) | 211.5596 | 98.5356 | 113.024 | -120.262 | 1297.8194 | -1418.0814 |
Avg Daily Profit (%) | 0.1215 | 0.0566 | 0.0649 | 0 | 0.1516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349871 | -45400 | -339685 | -8796283 | -328646 | -8782168 |
Profit Factor | 1.2157 | 1.4003 | 1.1539 | 0.9904 | 1.7409 | 0.8683 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 206 | 95 | 111 | 169 | 86 | 83 |
Losing Trades | 103 | 60 | 43 | 140 | 69 | 71 |
Profitability (%) | 66.6667 | 61.2903 | 72.0779 | 54.6926 | 55.4839 | 53.8961 |
Ratio Avg Win / Avg Loss | 0.6079 | 0.8844 | 0.447 | 0.8204 | 1.3967 | 0.7427 |
Largest Winning Trade | 31186 | 28311 | 31186 | 4331002 | 564824 | 4331002 |
Largest Losing Trade | -151473 | -27155 | -151473 | -7112114 | -176974 | -7112114 |
Avg Bars in Trades | 63 | 14 | 113 | 63 | 14 | 113 |
Avg Bars in Winners | 47 | 10 | 79 | 58 | 14 | 103 |
Avg Bars in Losers | 96 | 20 | 201 | 70 | 14 | 124 |
Bars Traded | 19729 | 2234 | 17495 | 19729 | 2234 | 17495 |
Profit Streak | 0 | 0 | 56.1703 | 5.587 | 32.2536 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29137 | -116330 | -154681 | -577848 | 417557 | -580021 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 1.53527 } }, "second_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 1.53527 } }, "second_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 4 } } }
# | 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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