Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2364198.6903 | 43657.2163 | -2407855.9067 | -10900985.6198 | -52642397.429 | 41741411.8091 |
Total P&L (%) | -2364.1987 | 43.6572 | -2407.8559 | -10900.9856 | -52642.3974 | 41741.4118 |
Avg Daily Profit (%) | -1.2687 | 0.0234 | -1.2921 | 0 | 0 | 0.3245 |
Buy And Hold Return (%) | 8728.3019 | 8728.3019 | 8728.3019 | 8728.3019 | 8728.3019 | 8728.3019 |
Max Trade Drawdown | -2543177 | -136845 | -2522590 | -67077319 | -58912446 | -29814629 |
Profit Factor | 0.263 | 1.1481 | 0.1735 | 0.9311 | 0.3926 | 1.5832 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 114 | 57 | 57 | 101 | 47 | 54 |
Losing Trades | 79 | 40 | 39 | 92 | 50 | 42 |
Profitability (%) | 59.0674 | 58.7629 | 59.375 | 52.3316 | 48.4536 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1823 | 0.8057 | 0.1187 | 0.8481 | 0.4177 | 1.2314 |
Largest Winning Trade | 36893 | 36435 | 36893 | 35957153 | 7842969 | 35957153 |
Largest Losing Trade | -1557806 | -52876 | -1557806 | -22159409 | -22159409 | -18333609 |
Avg Bars in Trades | 55 | 18 | 93 | 55 | 18 | 93 |
Avg Bars in Winners | 32 | 14 | 51 | 53 | 12 | 89 |
Avg Bars in Losers | 88 | 24 | 155 | 57 | 23 | 98 |
Bars Traded | 10757 | 1787 | 8969 | 10757 | 1787 | 8969 |
Profit Streak | 0 | 0 | 0 | 84.665 | 84.665 | 87.8317 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578592 | -385498 | -579860 | -578503 | -580838 | 376547 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 1.66147 } }, "second_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 1.66147 } }, "second_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 3 } } }
# | 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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