Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780068.4057 | 747221.3689 | 32847.0367 | 140044.7788 | 101516.842 | 38527.9368 |
Total P&L (%) | 780.0684 | 747.2214 | 32.847 | 140.0448 | 101.5168 | 38.5279 |
Avg Daily Profit (%) | 0.4317 | 0.4135 | 0.0182 | 0.0485 | 0.0388 | 0.018 |
Buy And Hold Return (%) | 154.0984 | 154.0984 | 154.0984 | 154.0984 | 154.0984 | 154.0984 |
Max Trade Drawdown | -113289 | -149081 | -54193 | -646557 | -693656 | -149214 |
Profit Factor | 2.1997 | 2.8107 | 1.1383 | 1.0593 | 1.0597 | 1.0583 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 38.5027 | 36.5591 | 40.4255 | 38.5027 | 36.5591 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.5133 | 4.8774 | 1.6774 | 1.692 | 1.8389 | 1.5596 |
Largest Winning Trade | 646682 | 646682 | 38875 | 650049 | 650049 | 103259 |
Largest Losing Trade | -62310 | -62310 | -14836 | -470270 | -470270 | -50133 |
Avg Bars in Trades | 16 | 26 | 6 | 16 | 26 | 6 |
Avg Bars in Winners | 28 | 52 | 8 | 28 | 52 | 8 |
Avg Bars in Losers | 8 | 12 | 4 | 8 | 12 | 4 |
Bars Traded | 3073 | 2489 | 584 | 3073 | 2489 | 584 |
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 | 349109 | 306172 | -405424 | -451342 | -465868 | -493558 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 1.94318 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 1.94318 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 3 } } }
# | 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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