Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -240973.6515 | 123217.4858 | -364191.1373 | 3536675.7212 | 2259284.3005 | 1277391.4207 |
Total P&L (%) | -240.9737 | 123.2175 | -364.1911 | 3536.6757 | 2259.2843 | 1277.3914 |
Avg Daily Profit (%) | -0.2725 | 0.1393 | -0.4119 | 0.4072 | 0.3581 | 0.2971 |
Buy And Hold Return (%) | 367.6066 | 367.6066 | 367.6066 | 367.6066 | 367.6066 | 367.6066 |
Max Trade Drawdown | -432013 | -12176 | -481316 | -4405495 | -601715 | -3803780 |
Profit Factor | 0.6367 | 4.1664 | 0.4166 | 1.6015 | 3.1658 | 1.2641 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 21 | 25 | 40 | 17 | 23 |
Losing Trades | 20 | 12 | 8 | 26 | 16 | 10 |
Profitability (%) | 69.697 | 63.6364 | 75.7576 | 60.6061 | 51.5152 | 69.697 |
Ratio Avg Win / Avg Loss | 0.2768 | 2.3808 | 0.1333 | 1.041 | 2.9796 | 0.5496 |
Largest Winning Trade | 27683 | 25690 | 27683 | 2070358 | 1449575 | 2070358 |
Largest Losing Trade | -365515 | -9574 | -365515 | -2618746 | -517325 | -2618746 |
Avg Bars in Trades | 50 | 21 | 79 | 50 | 21 | 79 |
Avg Bars in Winners | 25 | 25 | 24 | 34 | 19 | 45 |
Avg Bars in Losers | 108 | 13 | 250 | 74 | 23 | 156 |
Bars Traded | 3321 | 703 | 2618 | 3321 | 703 | 2618 |
Profit Streak | 2.3277 | 29.0777 | 0 | 2.3277 | 29.0777 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708499 | -163043 | -577463 | -117170 | 570934 | 248563 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 1.75979 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 1.75979 } }, "second_band": { "type": "kcl", "factors": { "length": 184, "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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