Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370427.1905 | 380676.7527 | -10249.5622 | 17808.9824 | 159372.2586 | -141563.2762 |
Total P&L (%) | 370.4272 | 380.6768 | -10.2496 | 17.809 | 159.3723 | -141.5633 |
Avg Daily Profit (%) | 0.2987 | 0.307 | -0.0083 | 0.0132 | 0.0769 | 0 |
Buy And Hold Return (%) | 16.4378 | 16.4378 | 16.4378 | 16.4378 | 16.4378 | 16.4378 |
Max Trade Drawdown | -181762 | -127196 | -82103 | -849673 | -622000 | -304225 |
Profit Factor | 1.5366 | 1.833 | 0.9561 | 1.0076 | 1.1025 | 0.8207 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 44.4444 | 47.2222 | 41.6667 | 44.4444 | 47.2222 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.9208 | 2.0487 | 1.3385 | 1.2595 | 1.2322 | 1.1489 |
Largest Winning Trade | 287135 | 287135 | 17378 | 361925 | 361925 | 59421 |
Largest Losing Trade | -45990 | -45990 | -17630 | -250956 | -250956 | -110906 |
Avg Bars in Trades | 50 | 88 | 11 | 50 | 88 | 11 |
Avg Bars in Winners | 61 | 103 | 14 | 61 | 103 | 14 |
Avg Bars in Losers | 41 | 76 | 9 | 41 | 76 | 9 |
Bars Traded | 7234 | 6400 | 834 | 7234 | 6400 | 834 |
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 | 335740 | -68525 | -661532 | -528962 | -278634 | -661532 |
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 3.04617 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 3.04617 } } }
# | 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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