Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402180.4462 | 297500.2271 | 104680.219 | 118734.555 | -200562.204 | 319296.759 |
Total P&L (%) | 402.1804 | 297.5002 | 104.6802 | 118.7346 | -200.5622 | 319.2968 |
Avg Daily Profit (%) | 0.2507 | 0.1855 | 0.0653 | 0.0488 | 0 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169389 | -165644 | -90449 | -635551 | -716572 | -222219 |
Profit Factor | 1.7502 | 1.9442 | 1.4737 | 1.0697 | 0.8221 | 1.5542 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 59.0909 | 57.5758 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2117 | 1.4325 | 0.9579 | 0.7406 | 0.6057 | 1.0102 |
Largest Winning Trade | 154814 | 154814 | 25905 | 233110 | 233110 | 138470 |
Largest Losing Trade | -67314 | -67314 | -42594 | -328504 | -328504 | -174010 |
Avg Bars in Trades | 68 | 99 | 36 | 68 | 99 | 36 |
Avg Bars in Winners | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Losers | 101 | 174 | 22 | 101 | 174 | 22 |
Bars Traded | 4493 | 3291 | 1202 | 4493 | 3291 | 1202 |
Profit Streak | 64.6323 | 161.299 | 64.6323 | 64.6323 | 161.299 | 64.6323 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115618 | 445994 | -103989 | -399121 | -578467 | -69640 |
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{ "first_band": { "type": "kcb", "factors": { "length": 34, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 4.60926 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 34, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 4.60926 } } }
# | 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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