Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037068.4735 | 1037767.9731 | -699.4996 | 650681.2074 | 940485.8817 | -289804.6743 |
Total P&L (%) | 1037.0685 | 1037.768 | -0.6995 | 650.6812 | 940.4859 | -289.8047 |
Avg Daily Profit (%) | 0.5722 | 0.5726 | -0.0004 | 0.1113 | 0.1293 | 0 |
Buy And Hold Return (%) | 593.2855 | 593.2855 | 593.2855 | 593.2855 | 593.2855 | 593.2855 |
Max Trade Drawdown | -147393 | -109872 | -108955 | -744119 | -537891 | -610777 |
Profit Factor | 2.4779 | 3.571 | 0.9977 | 1.1574 | 1.3948 | 0.8344 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 42.5287 | 47.7273 | 37.2093 | 42.5287 | 47.7273 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.3485 | 3.9111 | 1.6835 | 1.5641 | 1.5276 | 1.4081 |
Largest Winning Trade | 647378 | 647378 | 68429 | 793039 | 793039 | 271641 |
Largest Losing Trade | -44836 | -44836 | -38081 | -285134 | -285134 | -221403 |
Avg Bars in Trades | 38 | 49 | 27 | 38 | 49 | 27 |
Avg Bars in Winners | 54 | 59 | 47 | 54 | 59 | 47 |
Avg Bars in Losers | 27 | 40 | 15 | 27 | 40 | 15 |
Bars Traded | 3360 | 2176 | 1184 | 3360 | 2176 | 1184 |
Profit Streak | 50.2756 | 51.7756 | 0 | 50.2756 | 51.7756 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 189499 | 329270 | -582645 | -228030 | -28115 | -583756 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 3.73101 } } }
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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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