Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657265.4643 | 724425.7001 | -67160.2358 | -130685.0715 | -148007.4252 | 17322.3538 |
Total P&L (%) | 657.2655 | 724.4257 | -67.1602 | -130.6851 | -148.0074 | 17.3224 |
Avg Daily Profit (%) | 0.2766 | 0.3049 | -0.0283 | 0 | 0 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207264 | -87205 | -192717 | -394945 | -225446 | -173334 |
Profit Factor | 1.9249 | 3.6079 | 0.8448 | 0.7949 | 0.5193 | 1.0526 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 34 | 17 | 17 |
Losing Trades | 37 | 20 | 17 | 31 | 15 | 16 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.5436 | 6.0131 | 0.8977 | 0.7248 | 0.4582 | 0.9907 |
Largest Winning Trade | 752507 | 752507 | 57109 | 137568 | 35291 | 137568 |
Largest Losing Trade | -129694 | -47217 | -129694 | -134817 | -134817 | -87225 |
Avg Bars in Trades | 69 | 56 | 82 | 69 | 56 | 82 |
Avg Bars in Winners | 121 | 122 | 120 | 31 | 16 | 47 |
Avg Bars in Losers | 30 | 16 | 46 | 110 | 101 | 119 |
Bars Traded | 4518 | 1795 | 2723 | 4518 | 1795 | 2723 |
Profit Streak | 25.5951 | 56.5951 | 25.5951 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125600 | 409544 | -580849 | -716478 | -580405 | -356680 |
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.94868 } } }
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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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