Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619059.5924 | 649241.1055 | -30181.5131 | 43410.3462 | 156064.2621 | -112653.9158 |
Total P&L (%) | 619.0596 | 649.2411 | -30.1815 | 43.4103 | 156.0643 | -112.6539 |
Avg Daily Profit (%) | 0.335 | 0.3514 | -0.0163 | 0.0195 | 0.0509 | 0 |
Buy And Hold Return (%) | 272.5247 | 272.5247 | 272.5247 | 272.5247 | 272.5247 | 272.5247 |
Max Trade Drawdown | -185110 | -165270 | -94524 | -1015359 | -934048 | -249738 |
Profit Factor | 2.0545 | 2.8568 | 0.8729 | 1.0211 | 1.1138 | 0.8352 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 41.9355 | 44.6809 | 39.1304 | 41.9355 | 44.6809 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.8446 | 3.537 | 1.3578 | 1.4139 | 1.379 | 1.2992 |
Largest Winning Trade | 678325 | 678325 | 28809 | 963746 | 963746 | 116133 |
Largest Losing Trade | -38986 | -38986 | -19207 | -381990 | -381990 | -126008 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 90 | 78 | 104 | 90 | 78 | 104 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 5279 | 2534 | 2745 | 5279 | 2534 | 2745 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 184706 | 304484 | -583264 | -532739 | -388035 | -583264 |
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{ "first_band": { "type": "kcb", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.15567 } } }
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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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