Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121557.564 | 1189502.9982 | -67945.4342 | 140538.0165 | 522998.3986 | -382460.3821 |
Total P&L (%) | 1121.5576 | 1189.503 | -67.9454 | 140.538 | 522.9984 | -382.4604 |
Avg Daily Profit (%) | 0.6179 | 0.6554 | -0.0374 | 0.0484 | 0.1008 | 0 |
Buy And Hold Return (%) | 646.0359 | 646.0359 | 646.0359 | 646.0359 | 646.0359 | 646.0359 |
Max Trade Drawdown | -154331 | -123346 | -103080 | -885611 | -726558 | -624234 |
Profit Factor | 2.7216 | 4.4414 | 0.7778 | 1.0456 | 1.318 | 0.7344 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 39.5349 | 41.8605 | 37.2093 | 39.5349 | 41.8605 | 37.2093 |
Ratio Avg Win / Avg Loss | 4.1625 | 6.1687 | 1.3126 | 1.5991 | 1.8305 | 1.2393 |
Largest Winning Trade | 705424 | 705424 | 69012 | 871246 | 871246 | 427643 |
Largest Losing Trade | -41417 | -40249 | -41417 | -425455 | -295892 | -425455 |
Avg Bars in Trades | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Winners | 94 | 79 | 112 | 94 | 79 | 112 |
Avg Bars in Losers | 38 | 44 | 33 | 38 | 44 | 33 |
Bars Traded | 5245 | 2538 | 2707 | 5245 | 2538 | 2707 |
Profit Streak | 0 | 88.4639 | 0 | 0 | 88.4639 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 155311 | 347713 | -584034 | -467233 | -224114 | -584034 |
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{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 2.98059 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 2.98059 } } }
# | 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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