Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604065.8163 | 575250.609 | 28815.2072 | 3788.7764 | 15448.8271 | -11660.0507 |
Total P&L (%) | 604.0658 | 575.2506 | 28.8152 | 3.7888 | 15.4488 | -11.6601 |
Avg Daily Profit (%) | 0.2413 | 0.2298 | 0.0115 | 0.0015 | 0.0057 | -0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180678 | -168586 | -41710 | -383426 | -333459 | -120489 |
Profit Factor | 2.0452 | 2.5163 | 1.1451 | 1.0044 | 1.0275 | 0.9605 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 53.5354 | 46.9388 | 60 | 53.5354 | 46.9388 | 60 |
Ratio Avg Win / Avg Loss | 1.7751 | 2.8445 | 0.7634 | 0.8718 | 1.1616 | 0.6403 |
Largest Winning Trade | 592484 | 592484 | 27050 | 339816 | 339816 | 64583 |
Largest Losing Trade | -48833 | -48833 | -26491 | -89077 | -89077 | -76649 |
Avg Bars in Trades | 67 | 116 | 20 | 67 | 116 | 20 |
Avg Bars in Winners | 50 | 98 | 13 | 50 | 98 | 13 |
Avg Bars in Losers | 88 | 132 | 30 | 88 | 132 | 30 |
Bars Traded | 6729 | 5710 | 1019 | 6729 | 5710 | 1019 |
Profit Streak | 15.6566 | 0 | 18.6566 | 15.6566 | 0 | 18.6566 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488903 | 431801 | -421139 | -572626 | -386398 | -758697 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 4.93937 } }, "second_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 5 } } }
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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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