Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240390.039 | 276964.7055 | -36574.6664 | 9032.7804 | 65107.649 | -56074.8687 |
Total P&L (%) | 240.39 | 276.9647 | -36.5747 | 9.0328 | 65.1076 | -56.0749 |
Avg Daily Profit (%) | 0.1702 | 0.1961 | -0.0259 | 0.0061 | 0.0355 | -0.0582 |
Buy And Hold Return (%) | 21.3196 | 21.3196 | 21.3196 | 21.3196 | 21.3196 | 21.3196 |
Max Trade Drawdown | -84090 | -75470 | -74914 | -70763 | -66188 | -74983 |
Profit Factor | 1.6228 | 2.2575 | 0.7793 | 1.0257 | 1.3153 | 0.6117 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 36.6667 | 43.3333 | 30 | 36.6667 | 43.3333 | 30 |
Ratio Avg Win / Avg Loss | 2.803 | 2.9521 | 1.8184 | 1.7717 | 1.72 | 1.4273 |
Largest Winning Trade | 182133 | 182133 | 66677 | 69754 | 69754 | 40709 |
Largest Losing Trade | -46152 | -34725 | -46152 | -32110 | -30254 | -32110 |
Avg Bars in Trades | 42 | 52 | 32 | 42 | 52 | 32 |
Avg Bars in Winners | 72 | 66 | 80 | 72 | 66 | 80 |
Avg Bars in Losers | 25 | 41 | 12 | 25 | 41 | 12 |
Bars Traded | 2541 | 1560 | 981 | 2541 | 1560 | 981 |
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 | -168524 | 332804 | -585825 | -720482 | -149879 | -586936 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 1.07435 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 1.07435 } } }
# | 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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