Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1553487.0695 | 86129.9298 | -1639616.9992 | 1869144.2426 | 31611459.6905 | -29742315.4479 |
Total P&L (%) | -1553.4871 | 86.1299 | -1639.617 | 1869.1442 | 31611.4597 | -29742.3154 |
Avg Daily Profit (%) | -0.8322 | 0.0461 | -0.8783 | 0.1598 | 0.309 | 0 |
Buy And Hold Return (%) | 5703.6473 | 5703.6473 | 5703.6473 | 5703.6473 | 5703.6473 | 5703.6473 |
Max Trade Drawdown | -1741507 | -120398 | -1743296 | -41807367 | -7911149 | -44954957 |
Profit Factor | 0.3961 | 1.2442 | 0.2613 | 1.0168 | 2.2948 | 0.6569 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 164 | 80 | 84 | 138 | 75 | 63 |
Losing Trades | 99 | 52 | 47 | 125 | 57 | 68 |
Profitability (%) | 62.3574 | 60.6061 | 64.1221 | 52.4715 | 56.8182 | 48.0916 |
Ratio Avg Win / Avg Loss | 0.2391 | 0.8087 | 0.1462 | 0.921 | 1.744 | 0.709 |
Largest Winning Trade | 45149 | 45149 | 35257 | 19516707 | 19516707 | 7305441 |
Largest Losing Trade | -785695 | -60540 | -785695 | -35717999 | -3422595 | -35717999 |
Avg Bars in Trades | 27 | 17 | 37 | 27 | 17 | 37 |
Avg Bars in Winners | 13 | 9 | 17 | 25 | 19 | 33 |
Avg Bars in Losers | 50 | 30 | 72 | 29 | 15 | 41 |
Bars Traded | 7242 | 2313 | 4929 | 7242 | 2313 | 4929 |
Profit Streak | 31.3107 | 86.3107 | 0 | 31.3107 | 86.3107 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576982 | -296177 | -579154 | -359257 | 528750 | -581726 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 1.00188 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 1.00188 } }, "second_band": { "type": "kcl", "factors": { "length": 79, "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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