Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2467488.6041 | 2510892.5052 | -43403.9011 | 73936.4144 | 322460.6125 | -248524.1981 |
Total P&L (%) | 2467.4886 | 2510.8925 | -43.4039 | 73.9364 | 322.4606 | -248.5242 |
Avg Daily Profit (%) | 1.1075 | 1.127 | -0.0195 | 0.0248 | 0.0647 | 0 |
Buy And Hold Return (%) | 95.8459 | 95.8459 | 95.8459 | 95.8459 | 95.8459 | 95.8459 |
Max Trade Drawdown | -180931 | -120409 | -124865 | -1219644 | -732117 | -611853 |
Profit Factor | 4.4036 | 6.6956 | 0.8472 | 1.0256 | 1.1797 | 0.7725 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 35.5769 | 38.4615 | 32.6923 | 35.5769 | 38.4615 | 32.6923 |
Ratio Avg Win / Avg Loss | 7.9741 | 10.713 | 1.7443 | 1.8572 | 1.8875 | 1.5904 |
Largest Winning Trade | 2593062 | 2593062 | 33942 | 1063610 | 1063610 | 234285 |
Largest Losing Trade | -38885 | -38885 | -24732 | -220820 | -220820 | -164748 |
Avg Bars in Trades | 61 | 73 | 49 | 61 | 73 | 49 |
Avg Bars in Winners | 106 | 107 | 105 | 106 | 107 | 105 |
Avg Bars in Losers | 36 | 51 | 22 | 36 | 51 | 22 |
Bars Traded | 6381 | 3800 | 2581 | 6381 | 3800 | 2581 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556496 | -162564 | -765064 | -522032 | -315646 | -765064 |
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.66521 } } }
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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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