Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657738.219 | 553911.0825 | 103827.1365 | 871510.1895 | 354260.8166 | 517249.3729 |
Total P&L (%) | 657.7382 | 553.9111 | 103.8271 | 871.5102 | 354.2608 | 517.2494 |
Avg Daily Profit (%) | 0.3531 | 0.2973 | 0.0557 | 0.1221 | 0.0813 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60686 | -53206 | -62208 | -866685 | -650420 | -422085 |
Profit Factor | 2.2498 | 3.1721 | 1.3828 | 1.2193 | 1.1676 | 1.2779 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 38.8535 | 36.7089 | 41.0256 | 38.8535 | 36.7089 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.5407 | 5.4692 | 1.9877 | 1.9189 | 2.0132 | 1.837 |
Largest Winning Trade | 481710 | 481710 | 61294 | 635791 | 635791 | 437411 |
Largest Losing Trade | -28359 | -28359 | -20695 | -172723 | -162739 | -172723 |
Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
Avg Bars in Winners | 89 | 65 | 110 | 89 | 65 | 110 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7167 | 2818 | 4349 | 7167 | 2818 | 4349 |
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 | 364181 | -17195 | -154745 | -32374 | -151583 | -98951 |
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{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 1.12621 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 1.12621 } } }
# | 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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