Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500259.1966 | 426013.0422 | 74246.1544 | 369816.535 | 294759.8102 | 75056.7248 |
Total P&L (%) | 500.2592 | 426.013 | 74.2462 | 369.8165 | 294.7598 | 75.0567 |
Avg Daily Profit (%) | 0.2826 | 0.2406 | 0.0419 | 0.0874 | 0.0776 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77971 | -93404 | -60152 | -859484 | -727471 | -444474 |
Profit Factor | 1.6218 | 2.0404 | 1.1879 | 1.0742 | 1.1103 | 1.0324 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Profitability (%) | 40.884 | 41.1111 | 40.6593 | 40.884 | 41.1111 | 40.6593 |
Ratio Avg Win / Avg Loss | 2.345 | 2.9227 | 1.7337 | 1.5532 | 1.5904 | 1.5068 |
Largest Winning Trade | 192955 | 192955 | 71195 | 670269 | 670269 | 424240 |
Largest Losing Trade | -35351 | -27688 | -35351 | -299151 | -299151 | -257376 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 99 | 86 | 111 | 99 | 86 | 111 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 10241 | 4785 | 5456 | 10241 | 4785 | 5456 |
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 | 331801 | 290739 | -153519 | -216670 | -191249 | -338303 |
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{ "first_band": { "type": "kcb", "factors": { "length": 190, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 87, "offset": 0, "multiplier": 2.83857 } } }
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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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