Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432915.2763 | 1367991.0563 | 64924.2201 | 2783419.2764 | 5239635.2175 | -2456215.9411 |
Total P&L (%) | 1432.9153 | 1367.9911 | 64.9242 | 2783.4193 | 5239.6352 | -2456.2159 |
Avg Daily Profit (%) | 0.7872 | 0.7515 | 0.0357 | 0.1848 | 0.2188 | 0 |
Buy And Hold Return (%) | 686.3043 | 686.3043 | 686.3043 | 686.3043 | 686.3043 | 686.3043 |
Max Trade Drawdown | -131809 | -93270 | -102770 | -3765933 | -2739714 | -4465193 |
Profit Factor | 2.3553 | 4.084 | 1.1058 | 1.1183 | 1.6108 | 0.8357 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 50.8021 | 48.3871 | 53.1915 | 50.8021 | 48.3871 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.281 | 4.3563 | 0.9731 | 1.083 | 1.7182 | 0.7354 |
Largest Winning Trade | 780239 | 780239 | 51264 | 2987043 | 2987043 | 1126295 |
Largest Losing Trade | -39257 | -39063 | -39257 | -1686853 | -1007081 | -1686853 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 24 | 20 | 27 | 24 | 20 | 27 |
Bars Traded | 5224 | 2509 | 2715 | 5224 | 2509 | 2715 |
Profit Streak | 0 | 44.944 | 0 | 0 | 44.944 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453605 | 462278 | -416457 | -83281 | 401305 | -580389 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 43, "offset": 0, "multiplier": 4.32319 } }, "second_band": { "type": "kcu", "factors": { "length": 24, "offset": 16, "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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