Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1700222.9708 | 1970024.4534 | -269801.4827 | -98626.9928 | 113035.741 | -211662.7338 |
Total P&L (%) | 1700.223 | 1970.0245 | -269.8015 | -98.627 | 113.0357 | -211.6627 |
Avg Daily Profit (%) | 0.7691 | 0.8911 | -0.122 | -0.1938 | 0.0342 | 0 |
Buy And Hold Return (%) | 146.4102 | 146.4102 | 146.4102 | 146.4102 | 146.4102 | 146.4102 |
Max Trade Drawdown | -370852 | -229097 | -282665 | -336907 | -195167 | -211507 |
Profit Factor | 2.6501 | 4.6826 | 0.4554 | 0.8699 | 1.2716 | 0.381 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 31.068 | 35.2941 | 26.9231 | 31.068 | 35.2941 | 26.9231 |
Ratio Avg Win / Avg Loss | 5.8799 | 8.5848 | 1.2362 | 1.9301 | 2.3313 | 1.0341 |
Largest Winning Trade | 2166274 | 2166274 | 36763 | 323103 | 323103 | 60613 |
Largest Losing Trade | -73770 | -49804 | -73770 | -84517 | -83418 | -84517 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 150 | 130 | 176 | 150 | 130 | 176 |
Avg Bars in Losers | 50 | 56 | 45 | 50 | 56 | 45 |
Bars Traded | 8434 | 4225 | 4209 | 8434 | 4225 | 4209 |
Profit Streak | 49.6124 | 49.6124 | 71.1124 | 49.6124 | 49.6124 | 71.1124 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442251 | -164403 | -779815 | -583671 | -497152 | -779815 |
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{ "first_band": { "type": "kcb", "factors": { "length": 246, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 3.88165 } } }
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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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