Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -371715.0905 | 222010.7915 | -593725.882 | 14253608.1354 | 4701118.9928 | 9552489.1426 |
Total P&L (%) | -371.7151 | 222.0108 | -593.7259 | 14253.6081 | 4701.119 | 9552.4891 |
Avg Daily Profit (%) | -0.1578 | 0.0943 | -0.2521 | 0.2111 | 0.1645 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -953805 | -36987 | -960755 | -3644155 | -1654169 | -3033596 |
Profit Factor | 0.6902 | 3.3005 | 0.4618 | 2.6286 | 2.7226 | 2.586 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 52 | 26 | 26 | 54 | 27 | 27 |
Losing Trades | 19 | 10 | 9 | 17 | 9 | 8 |
Profitability (%) | 73.2394 | 72.2222 | 74.2857 | 76.0563 | 75 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.2522 | 1.2694 | 0.1599 | 0.8275 | 0.9075 | 0.7662 |
Largest Winning Trade | 87813 | 87813 | 45305 | 2680073 | 1882055 | 2680073 |
Largest Losing Trade | -844425 | -31692 | -844425 | -2590496 | -1209608 | -2590496 |
Avg Bars in Trades | 92 | 35 | 150 | 92 | 35 | 150 |
Avg Bars in Winners | 64 | 20 | 109 | 69 | 19 | 120 |
Avg Bars in Losers | 167 | 75 | 270 | 164 | 86 | 252 |
Bars Traded | 6559 | 1291 | 5268 | 6559 | 1291 | 5268 |
Profit Streak | 371.3862 | 393.7196 | 371.3862 | 371.3862 | 393.7196 | 371.3862 |
Trades During Streak | 17 | 9 | 8 | 17 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667189 | -57578 | -576200 | -75678 | 534404 | 543222 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 2.89426 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 4 } } }
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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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