Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310477.9623 | 271530.9276 | 38947.0347 | -125290.7734 | -443632.3103 | 318341.5369 |
Total P&L (%) | 310.478 | 271.5309 | 38.947 | -125.2908 | -443.6323 | 318.3415 |
Avg Daily Profit (%) | 0.1626 | 0.1422 | 0.0204 | 0 | 0 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259729 | -64830 | -261829 | -1841579 | -614028 | -1465867 |
Profit Factor | 1.2127 | 1.577 | 1.0394 | 0.9773 | 0.795 | 1.095 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 210 | 106 | 104 | 127 | 65 | 62 |
Losing Trades | 127 | 63 | 64 | 210 | 104 | 106 |
Profitability (%) | 62.3145 | 62.7219 | 61.9048 | 37.6855 | 38.4615 | 36.9048 |
Ratio Avg Win / Avg Loss | 0.7334 | 0.9373 | 0.6396 | 1.616 | 1.2719 | 1.8722 |
Largest Winning Trade | 46464 | 40219 | 46464 | 1025118 | 234808 | 1025118 |
Largest Losing Trade | -186617 | -36166 | -186617 | -247762 | -209457 | -247762 |
Avg Bars in Trades | 33 | 22 | 44 | 33 | 22 | 44 |
Avg Bars in Winners | 25 | 15 | 36 | 42 | 34 | 51 |
Avg Bars in Losers | 46 | 34 | 57 | 27 | 14 | 40 |
Bars Traded | 11304 | 3809 | 7495 | 11304 | 3809 | 7495 |
Profit Streak | 21.232 | 21.232 | 38.8987 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365219 | 23813 | -343412 | -581027 | -582991 | -212456 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.57327 } }, "second_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.57327 } }, "second_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } } }
# | 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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