Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138797.4584 | 62707.6115 | 76089.8468 | 168074.5421 | 84132.2143 | 83942.3277 |
Total P&L (%) | 138.7975 | 62.7076 | 76.0898 | 168.0745 | 84.1322 | 83.9423 |
Avg Daily Profit (%) | 0.2096 | 0.0947 | 0.1149 | 0.1491 | 0.0922 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64416 | -12399 | -67212 | -82338 | -23778 | -82155 |
Profit Factor | 1.4838 | 1.887 | 1.352 | 1.4694 | 1.9424 | 1.3123 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 45.5782 | 41.8919 | 49.3151 | 45.5782 | 41.8919 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.7717 | 2.6174 | 1.3896 | 1.7546 | 2.6943 | 1.3488 |
Largest Winning Trade | 37506 | 16508 | 37506 | 53533 | 25744 | 53533 |
Largest Losing Trade | -20295 | -5047 | -20295 | -24900 | -7177 | -24900 |
Avg Bars in Trades | 103 | 19 | 189 | 103 | 19 | 189 |
Avg Bars in Winners | 161 | 30 | 274 | 161 | 30 | 274 |
Avg Bars in Losers | 55 | 11 | 106 | 55 | 11 | 106 |
Bars Traded | 15233 | 1427 | 13806 | 15233 | 1427 | 13806 |
Profit Streak | 438.8877 | 438.8877 | 492.3877 | 438.8877 | 438.8877 | 492.3877 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343173 | -130295 | -110179 | 276057 | -132987 | -140863 |
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{ "first_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.11711 } } }
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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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