Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465664.7867 | 340085.8464 | 125578.9403 | 288810.5473 | 141504.973 | 147305.5744 |
Total P&L (%) | 465.6648 | 340.0858 | 125.5789 | 288.8105 | 141.505 | 147.3056 |
Avg Daily Profit (%) | 0.2448 | 0.1788 | 0.066 | 0.0714 | 0.0464 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118849 | -95625 | -107266 | -550573 | -524921 | -407850 |
Profit Factor | 1.6948 | 2.0138 | 1.3751 | 1.095 | 1.0936 | 1.0964 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 43.3071 | 40.625 | 46.0317 | 43.3071 | 40.625 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.2187 | 2.9433 | 1.6122 | 1.4334 | 1.5983 | 1.2854 |
Largest Winning Trade | 178468 | 178468 | 55372 | 336646 | 336646 | 292120 |
Largest Losing Trade | -47827 | -31604 | -47827 | -345586 | -174774 | -345586 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 74 | 54 | 92 | 74 | 54 | 92 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 5536 | 2356 | 3180 | 5536 | 2356 | 3180 |
Profit Streak | 0 | 0 | 544.6884 | 0 | 0 | 544.6884 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322166 | -131837 | -250399 | -215908 | -390602 | -391084 |
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{ "first_band": { "type": "kcb", "factors": { "length": 122, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.05857 } } }
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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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