Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278754.8143 | 120041.0391 | 158713.7752 | 233630.502 | 60692.2857 | 172938.2164 |
Total P&L (%) | 278.7548 | 120.041 | 158.7138 | 233.6305 | 60.6923 | 172.9382 |
Avg Daily Profit (%) | 0.2736 | 0.1178 | 0.1558 | 0.1183 | 0.0466 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80089 | -69415 | -81748 | -238062 | -156719 | -231953 |
Profit Factor | 1.9037 | 1.6449 | 2.2977 | 1.3296 | 1.149 | 1.5732 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 73.3333 | 70 | 76.6667 | 73.3333 | 70 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.6923 | 0.705 | 0.6993 | 0.4835 | 0.4924 | 0.4788 |
Largest Winning Trade | 72946 | 72946 | 32482 | 81439 | 81439 | 61302 |
Largest Losing Trade | -67912 | -50123 | -67912 | -195444 | -129927 | -195444 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 25 | 11 | 38 | 25 | 11 | 38 |
Avg Bars in Losers | 102 | 134 | 63 | 102 | 134 | 63 |
Bars Traded | 2778 | 1451 | 1327 | 2778 | 1451 | 1327 |
Profit Streak | 79.8801 | 132.2134 | 79.8801 | 79.8801 | 132.2134 | 79.8801 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159973 | -31436 | 475635 | -205522 | -185629 | -56902 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.69297 } }, "second_band": { "type": "kcb", "factors": { "length": 145, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.69297 } }, "second_band": { "type": "kcb", "factors": { "length": 145, "offset": 0, "scalar": 4 } } }
# | 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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