Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799756.5183 | 830969.1875 | -31212.6692 | -67825.1812 | 165732.2676 | -233557.4488 |
Total P&L (%) | 799.7565 | 830.9692 | -31.2127 | -67.8252 | 165.7323 | -233.5574 |
Avg Daily Profit (%) | 0.3321 | 0.345 | -0.013 | -0.0471 | 0.0406 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219553 | -194447 | -61835 | -831963 | -619655 | -266724 |
Profit Factor | 2.1433 | 2.6054 | 0.8284 | 0.9477 | 1.1822 | 0.395 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 47.5177 | 42.8571 | 52.1127 | 47.5177 | 42.8571 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.3673 | 3.4738 | 0.7612 | 1.0467 | 1.5763 | 0.363 |
Largest Winning Trade | 768003 | 768003 | 22015 | 764583 | 764583 | 56924 |
Largest Losing Trade | -74764 | -74764 | -27049 | -191714 | -191714 | -99459 |
Avg Bars in Trades | 97 | 189 | 7 | 97 | 189 | 7 |
Avg Bars in Winners | 93 | 199 | 7 | 93 | 199 | 7 |
Avg Bars in Losers | 101 | 181 | 6 | 101 | 181 | 6 |
Bars Traded | 13779 | 13265 | 514 | 13779 | 13265 | 514 |
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 | 455443 | -82990 | -666906 | -579703 | -254911 | -666906 |
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{ "first_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.06118 } } }
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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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