Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464172.2721 | 1413384.382 | 50787.8901 | 1956074.0477 | 5809099.5745 | -3853025.5268 |
Total P&L (%) | 1464.1723 | 1413.3844 | 50.7879 | 1956.074 | 5809.0996 | -3853.0255 |
Avg Daily Profit (%) | 0.8049 | 0.777 | 0.0279 | 0.1664 | 0.2245 | 0 |
Buy And Hold Return (%) | 552.2124 | 552.2124 | 552.2124 | 552.2124 | 552.2124 | 552.2124 |
Max Trade Drawdown | -118578 | -127309 | -74471 | -6508729 | -4385215 | -5550771 |
Profit Factor | 2.1194 | 3.5511 | 1.0674 | 1.0434 | 1.301 | 0.8507 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 180 | 84 | 96 | 180 | 84 | 96 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 49.5868 | 46.4088 | 52.7473 | 49.5868 | 46.4088 | 52.7473 |
Ratio Avg Win / Avg Loss | 2.1547 | 4.1006 | 0.9562 | 1.0608 | 1.5024 | 0.7621 |
Largest Winning Trade | 1011824 | 1011824 | 41987 | 3224175 | 3224175 | 1166672 |
Largest Losing Trade | -37437 | -35923 | -37437 | -1508041 | -1508041 | -1413380 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 38 | 49 | 27 | 38 | 49 | 27 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 10703 | 6109 | 4593 | 10703 | 6109 | 4593 |
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 | 568614 | 547020 | -468421 | -165686 | 303988 | -579746 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 28, "offset": 0, "multiplier": 4.29723 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 28, "offset": 0, "multiplier": 4.29723 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 2 } } }
# | 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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