Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904085.6813 | 907417.9257 | -3332.2444 | -56948.8919 | 173812.5195 | -230761.4114 |
Total P&L (%) | 904.0857 | 907.4179 | -3.3322 | -56.9489 | 173.8125 | -230.7614 |
Avg Daily Profit (%) | 0.4871 | 0.4889 | -0.0018 | -0.0454 | 0.0543 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213684 | -207064 | -81599 | -1079730 | -908839 | -287567 |
Profit Factor | 2.2669 | 2.93 | 0.9863 | 0.9645 | 1.1486 | 0.4675 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 34.2105 | 26.3158 | 42.1053 | 34.2105 | 26.3158 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.3594 | 8.204 | 1.3562 | 1.8548 | 3.2161 | 0.6428 |
Largest Winning Trade | 1013500 | 1013500 | 49496 | 1013500 | 1013500 | 46117 |
Largest Losing Trade | -59765 | -59765 | -31765 | -667142 | -667142 | -142667 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 119 | 190 | 76 | 119 | 190 | 76 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 7208 | 4406 | 2802 | 7208 | 4406 | 2802 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322900 | -188246 | -762236 | -583837 | -380716 | -763903 |
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{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 69, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.0854 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 69, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.0854 } } }
# | 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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