Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534369.7702 | 1408183.447 | 126186.3231 | 6963469.5501 | -4800679.4203 | 11764148.9704 |
Total P&L (%) | 1534.3698 | 1408.1834 | 126.1863 | 6963.4696 | -4800.6794 | 11764.149 |
Avg Daily Profit (%) | 0.8515 | 0.7815 | 0.07 | 0.2365 | 0 | 0.2654 |
Buy And Hold Return (%) | 162.5719 | 162.5719 | 162.5719 | 162.5719 | 162.5719 | 162.5719 |
Max Trade Drawdown | -103589 | -115770 | -78943 | -12698405 | -16248472 | -5092594 |
Profit Factor | 3.4671 | 5.1903 | 1.4414 | 1.1458 | 0.8318 | 1.6119 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 46.2366 | 40.4255 | 52.1739 | 46.2366 | 40.4255 | 52.1739 |
Ratio Avg Win / Avg Loss | 4.0316 | 7.6488 | 1.3213 | 1.3323 | 1.2258 | 1.4776 |
Largest Winning Trade | 841686 | 841686 | 65383 | 6519627 | 5583937 | 6519627 |
Largest Losing Trade | -52091 | -32869 | -52091 | -5092594 | -5010713 | -5092594 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 86 | 79 | 92 | 86 | 79 | 92 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 5154 | 2285 | 2869 | 5154 | 2285 | 2869 |
Profit Streak | 0 | 0 | 82.7767 | 0 | 0 | 82.7767 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670559 | 622787 | -262546 | -53029 | -582753 | 441290 |
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{ "first_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 204, "offset": 0, "multiplier": 2.95759 } } }
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# | 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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