Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579984.4602 | 597586.6515 | -17602.1913 | -16887.2335 | 83687.0898 | -100574.3233 |
Total P&L (%) | 579.9845 | 597.5867 | -17.6022 | -16.8872 | 83.6871 | -100.5743 |
Avg Daily Profit (%) | 0.3005 | 0.3097 | -0.0091 | -0.0096 | 0.0315 | 0 |
Buy And Hold Return (%) | 13.2618 | 13.2618 | 13.2618 | 13.2618 | 13.2618 | 13.2618 |
Max Trade Drawdown | -154949 | -178421 | -119167 | -381330 | -404644 | -204149 |
Profit Factor | 1.392 | 1.6882 | 0.9712 | 0.9914 | 1.0696 | 0.8698 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Profitability (%) | 41.1765 | 39.7959 | 42.5641 | 41.1765 | 39.7959 | 42.5641 |
Ratio Avg Win / Avg Loss | 1.9886 | 2.5539 | 1.3105 | 1.4164 | 1.6182 | 1.1737 |
Largest Winning Trade | 507543 | 507543 | 47375 | 358138 | 358138 | 95530 |
Largest Losing Trade | -38022 | -38022 | -30908 | -130879 | -130879 | -72833 |
Avg Bars in Trades | 58 | 75 | 42 | 58 | 75 | 42 |
Avg Bars in Winners | 82 | 103 | 61 | 82 | 103 | 61 |
Avg Bars in Losers | 42 | 56 | 27 | 42 | 56 | 27 |
Bars Traded | 22945 | 14728 | 8216 | 22945 | 14728 | 8216 |
Profit Streak | 0 | 0 | 25.5786 | 0 | 0 | 25.5786 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333609 | 312334 | -580995 | -580498 | -297551 | -580995 |
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 3.56401 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 3.56401 } } }
# | 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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