Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178107.5605 | 1326526.5308 | -148418.9704 | -68509.705 | 268823.2679 | -337332.9728 |
Total P&L (%) | 1178.1076 | 1326.5265 | -148.419 | -68.5097 | 268.8233 | -337.333 |
Avg Daily Profit (%) | 0.5202 | 0.5857 | -0.0655 | -0.051 | 0.0576 | 0 |
Buy And Hold Return (%) | 339.2436 | 339.2436 | 339.2436 | 339.2436 | 339.2436 | 339.2436 |
Max Trade Drawdown | -161682 | -112938 | -213302 | -430414 | -250599 | -372097 |
Profit Factor | 2.1361 | 3.6258 | 0.7209 | 0.941 | 1.4771 | 0.4353 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 41.4013 | 37.9747 | 44.8718 | 41.4013 | 37.9747 | 44.8718 |
Ratio Avg Win / Avg Loss | 3.0233 | 5.9221 | 0.8857 | 1.3318 | 2.4126 | 0.5347 |
Largest Winning Trade | 1167873 | 1167873 | 55965 | 420155 | 420155 | 37096 |
Largest Losing Trade | -58972 | -47317 | -58972 | -132998 | -132998 | -103103 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 8528 | 4362 | 4166 | 8528 | 4362 | 4166 |
Profit Streak | 0 | 0 | 80.369 | 0 | 0 | 80.369 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346502 | -15814 | -616267 | -581632 | -311081 | -616267 |
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{ "first_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 3.34138 } } }
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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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