Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86780.5609 | 19128.3187 | 67652.2422 | 86371.2602 | 16131.1652 | 70240.0949 |
Total P&L (%) | 86.7806 | 19.1283 | 67.6522 | 86.3713 | 16.1312 | 70.2401 |
Avg Daily Profit (%) | 0.3332 | 0.0735 | 0.2598 | 0.2394 | 0.0574 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30629 | -33300 | -20430 | -47415 | -40252 | -27481 |
Profit Factor | 1.2392 | 1.0913 | 1.4414 | 1.198 | 1.0646 | 1.3763 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 203 | 97 | 106 | 203 | 97 | 106 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 56.8627 | 54.4944 | 59.2179 | 56.8627 | 54.4944 | 59.2179 |
Ratio Avg Win / Avg Loss | 0.9401 | 0.9113 | 0.9927 | 0.9088 | 0.889 | 0.9478 |
Largest Winning Trade | 12472 | 11948 | 12472 | 12960 | 11090 | 12960 |
Largest Losing Trade | -29603 | -29603 | -20430 | -30136 | -30136 | -27481 |
Avg Bars in Trades | 68 | 73 | 62 | 68 | 73 | 62 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 91 | 101 | 79 | 91 | 101 | 79 |
Bars Traded | 24361 | 13154 | 11207 | 24361 | 13154 | 11207 |
Profit Streak | 4.6875 | 0 | 7.1042 | 4.6875 | 0 | 7.1042 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309196 | -224583 | 309217 | 192732 | -277209 | 283520 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 3.87625 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 3.87625 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "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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