Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501763.2706 | 440295.6117 | 61467.6589 | 162735.7856 | -31972.3782 | 194708.1638 |
Total P&L (%) | 501.7633 | 440.2956 | 61.4677 | 162.7358 | -31.9724 | 194.7082 |
Avg Daily Profit (%) | 0.267 | 0.2343 | 0.0327 | 0.0514 | -0.0205 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84498 | -75066 | -95714 | -526989 | -460393 | -216458 |
Profit Factor | 1.7554 | 2.2132 | 1.204 | 1.0642 | 0.9774 | 1.1735 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 39.2638 | 36.5854 | 41.9753 | 39.2638 | 36.5854 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.7153 | 3.8362 | 1.6643 | 1.6461 | 1.6941 | 1.6221 |
Largest Winning Trade | 412514 | 412514 | 59915 | 326059 | 326059 | 181095 |
Largest Losing Trade | -43850 | -43850 | -37383 | -129609 | -129609 | -99227 |
Avg Bars in Trades | 67 | 56 | 79 | 67 | 56 | 79 |
Avg Bars in Winners | 115 | 95 | 132 | 115 | 95 | 132 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 11078 | 4602 | 6476 | 11078 | 4602 | 6476 |
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 | 310219 | 88229 | -164236 | -276410 | -587675 | -159790 |
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{ "first_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 2.96402 } } }
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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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