Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407214.8755 | 458863.3755 | -51648.5 | -116673.1935 | 86629.4474 | -203302.6409 |
Total P&L (%) | 407.2149 | 458.8634 | -51.6485 | -116.6732 | 86.6294 | -203.3026 |
Avg Daily Profit (%) | 0.206 | 0.2321 | -0.0261 | 0 | 0.0316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127827 | -137429 | -143226 | -399712 | -120203 | -285860 |
Profit Factor | 1.5447 | 1.9621 | 0.8092 | 0.8362 | 1.2312 | 0.3977 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 61 | 28 | 33 | 45 | 25 | 20 |
Losing Trades | 38 | 21 | 17 | 54 | 24 | 30 |
Profitability (%) | 61.6162 | 57.1429 | 66 | 45.4545 | 51.0204 | 40 |
Ratio Avg Win / Avg Loss | 0.9623 | 1.4716 | 0.4168 | 1.0034 | 1.182 | 0.5965 |
Largest Winning Trade | 148044 | 148044 | 27301 | 71745 | 71745 | 47391 |
Largest Losing Trade | -109511 | -83949 | -109511 | -222003 | -89564 | -222003 |
Avg Bars in Trades | 75 | 131 | 20 | 75 | 131 | 20 |
Avg Bars in Winners | 46 | 83 | 14 | 94 | 153 | 21 |
Avg Bars in Losers | 121 | 194 | 32 | 59 | 107 | 20 |
Bars Traded | 7459 | 6421 | 1038 | 7459 | 6421 | 1038 |
Profit Streak | 557.0706 | 0 | 580.3206 | 0 | 562.3206 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357770 | 415217 | -757522 | -580615 | -150237 | -764444 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.34877 } }, "second_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.34877 } }, "second_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 2 } } }
# | 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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