Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752796.3043 | 683883.4784 | 68912.8258 | 385914.8499 | 28350.1649 | 357564.685 |
Total P&L (%) | 752.7963 | 683.8835 | 68.9128 | 385.9149 | 28.3502 | 357.5647 |
Avg Daily Profit (%) | 0.39 | 0.3543 | 0.0357 | 0.0819 | 0.0129 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184510 | -101283 | -101322 | -1046593 | -880549 | -442077 |
Profit Factor | 1.7002 | 2.2424 | 1.1313 | 1.0491 | 1.0067 | 1.0983 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 193 | 104 | 89 | 193 | 104 | 89 |
Profitability (%) | 36.5132 | 31.5789 | 41.4474 | 36.5132 | 31.5789 | 41.4474 |
Ratio Avg Win / Avg Loss | 2.9562 | 4.8585 | 1.5982 | 1.8241 | 2.1812 | 1.5516 |
Largest Winning Trade | 428066 | 428066 | 49912 | 608837 | 608837 | 367908 |
Largest Losing Trade | -33060 | -26036 | -33060 | -260860 | -202059 | -260860 |
Avg Bars in Trades | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Winners | 70 | 58 | 79 | 70 | 58 | 79 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 11285 | 4382 | 6903 | 11285 | 4382 | 6903 |
Profit Streak | 0 | 0 | 8.0213 | 0 | 0 | 8.0213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332213 | 251259 | -222630 | -252627 | -397498 | -201404 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 1.07913 } } }
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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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