Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661653.9268 | 742416.2891 | -80762.3623 | -60979.0092 | 45549.1321 | -106528.1413 |
Total P&L (%) | 661.6539 | 742.4163 | -80.7624 | -60.979 | 45.5491 | -106.5281 |
Avg Daily Profit (%) | 0.3177 | 0.3565 | -0.0388 | -0.0452 | 0.018 | 0 |
Buy And Hold Return (%) | 107.5788 | 107.5788 | 107.5788 | 107.5788 | 107.5788 | 107.5788 |
Max Trade Drawdown | -151072 | -94938 | -133103 | -308585 | -234228 | -143364 |
Profit Factor | 1.4615 | 1.8224 | 0.8479 | 0.962 | 1.0437 | 0.8106 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 212 | 107 | 105 | 212 | 107 | 105 |
Losing Trades | 352 | 175 | 177 | 352 | 175 | 177 |
Profitability (%) | 37.5887 | 37.9433 | 37.234 | 37.5887 | 37.9433 | 37.234 |
Ratio Avg Win / Avg Loss | 2.4266 | 2.9805 | 1.4293 | 1.5973 | 1.7069 | 1.3664 |
Largest Winning Trade | 736953 | 736953 | 38036 | 295162 | 295162 | 29404 |
Largest Losing Trade | -36935 | -36935 | -34374 | -114612 | -114612 | -65764 |
Avg Bars in Trades | 43 | 68 | 18 | 43 | 68 | 18 |
Avg Bars in Winners | 67 | 103 | 29 | 67 | 103 | 29 |
Avg Bars in Losers | 29 | 47 | 11 | 29 | 47 | 11 |
Bars Traded | 24534 | 19442 | 5092 | 24534 | 19442 | 5092 |
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 | 316063 | 323915 | -582878 | -579880 | -509715 | -582878 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 1.94789 } } }
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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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