Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400972.5097 | 1311364.8126 | 89607.6971 | 9015944.6233 | 12297777.821 | -3281833.1976 |
Total P&L (%) | 1400.9725 | 1311.3648 | 89.6077 | 9015.9446 | 12297.7778 | -3281.8332 |
Avg Daily Profit (%) | 0.7686 | 0.7195 | 0.0492 | 0.2479 | 0.2648 | 0 |
Buy And Hold Return (%) | 741.0376 | 741.0376 | 741.0376 | 741.0376 | 741.0376 | 741.0376 |
Max Trade Drawdown | -78590 | -59804 | -82115 | -10449512 | -7377652 | -6616308 |
Profit Factor | 2.7385 | 4.8263 | 1.1935 | 1.1562 | 1.4796 | 0.8977 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 40.625 | 41.4063 | 39.8438 | 40.625 | 41.4063 | 39.8438 |
Ratio Avg Win / Avg Loss | 4.0025 | 6.8297 | 1.8019 | 1.6899 | 2.0938 | 1.3553 |
Largest Winning Trade | 761946 | 761946 | 77963 | 12050162 | 12050162 | 4894730 |
Largest Losing Trade | -26916 | -21605 | -26916 | -2548892 | -2010891 | -2548892 |
Avg Bars in Trades | 41 | 29 | 54 | 41 | 29 | 54 |
Avg Bars in Winners | 74 | 48 | 100 | 74 | 48 | 100 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 10680 | 3736 | 6944 | 10680 | 3736 | 6944 |
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 | 295140 | 303908 | -303776 | -41415 | 273797 | -583275 |
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{ "first_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 152, "offset": 0, "multiplier": 1.40169 } } }
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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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