Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629872.5673 | 561865.6652 | 68006.902 | 143728.7119 | 197068.5477 | -53339.8357 |
Total P&L (%) | 629.8726 | 561.8657 | 68.0069 | 143.7287 | 197.0685 | -53.3398 |
Avg Daily Profit (%) | 0.3411 | 0.3043 | 0.0368 | 0.0483 | 0.059 | -0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97151 | -135438 | -94532 | -730886 | -571533 | -399134 |
Profit Factor | 1.6778 | 2.1461 | 1.1549 | 1.0518 | 1.1332 | 0.9588 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Profitability (%) | 38.0753 | 32.5 | 43.6975 | 38.0753 | 32.5 | 43.6975 |
Ratio Avg Win / Avg Loss | 2.7288 | 4.4573 | 1.4881 | 1.7106 | 2.3536 | 1.2354 |
Largest Winning Trade | 516663 | 516663 | 65430 | 581372 | 581372 | 162878 |
Largest Losing Trade | -49737 | -39185 | -49737 | -310327 | -218468 | -310327 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 76 | 67 | 84 | 76 | 67 | 84 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 10869 | 4504 | 6365 | 10869 | 4504 | 6365 |
Profit Streak | 0 | 0 | 7.0349 | 0 | 0 | 7.0349 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325290 | 214939 | -195963 | -294291 | -194083 | -581116 |
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{ "first_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 2.65013 } } }
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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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