Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -123133.1779 | 225054.2566 | -348187.4345 | 5428403.2366 | 1728076.1608 | 3700327.0758 |
Total P&L (%) | -123.1332 | 225.0543 | -348.1874 | 5428.4032 | 1728.0762 | 3700.3271 |
Avg Daily Profit (%) | -0.0492 | 0.09 | -0.1392 | 0.1606 | 0.1163 | 0.1456 |
Buy And Hold Return (%) | 838.6282 | 838.6282 | 838.6282 | 838.6282 | 838.6282 | 838.6282 |
Max Trade Drawdown | -377480 | -47005 | -458051 | -1335373 | -445423 | -1048123 |
Profit Factor | 0.8521 | 3.0413 | 0.5181 | 3.0685 | 3.0556 | 3.0746 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 79 | 42 | 37 | 59 | 29 | 30 |
Losing Trades | 42 | 19 | 23 | 62 | 32 | 30 |
Profitability (%) | 65.2893 | 68.8525 | 61.6667 | 48.7603 | 47.541 | 50 |
Ratio Avg Win / Avg Loss | 0.453 | 1.3758 | 0.3221 | 3.2245 | 3.3717 | 3.0746 |
Largest Winning Trade | 41545 | 31281 | 41545 | 3095923 | 1053722 | 3095923 |
Largest Losing Trade | -320379 | -46089 | -320379 | -772805 | -137513 | -772805 |
Avg Bars in Trades | 38 | 16 | 61 | 38 | 16 | 61 |
Avg Bars in Winners | 27 | 11 | 46 | 42 | 17 | 67 |
Avg Bars in Losers | 59 | 28 | 85 | 34 | 15 | 54 |
Bars Traded | 4678 | 1015 | 3663 | 4678 | 1015 | 3663 |
Profit Streak | 197.3097 | 333.8097 | 197.3097 | 312.8097 | 312.8097 | 313.3097 |
Trades During Streak | 7 | 5 | 3 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577010 | -391454 | -747085 | 522031 | -198991 | -162072 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 1.32238 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 1.32238 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 2 } } }
# | 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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