Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717113.1792 | 678857.1451 | 38256.0341 | -263276.9241 | 113594.5376 | -376871.4617 |
Total P&L (%) | 717.1132 | 678.8571 | 38.256 | -263.2769 | 113.5945 | -376.8715 |
Avg Daily Profit (%) | 0.3018 | 0.2857 | 0.0161 | 0 | 0.0319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197603 | -80515 | -157650 | -1152667 | -566304 | -695732 |
Profit Factor | 2.2076 | 3.6015 | 1.1149 | 0.8456 | 1.1552 | 0.6126 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 27 | 17 | 10 |
Losing Trades | 34 | 19 | 15 | 39 | 16 | 23 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 40.9091 | 51.5152 | 30.303 |
Ratio Avg Win / Avg Loss | 2.3455 | 4.8877 | 0.9291 | 1.2214 | 1.0872 | 1.4089 |
Largest Winning Trade | 615550 | 615550 | 60384 | 321841 | 321841 | 221935 |
Largest Losing Trade | -118006 | -42554 | -118006 | -420693 | -390877 | -420693 |
Avg Bars in Trades | 68 | 46 | 90 | 68 | 46 | 90 |
Avg Bars in Winners | 103 | 75 | 125 | 56 | 51 | 64 |
Avg Bars in Losers | 35 | 24 | 49 | 77 | 41 | 102 |
Bars Traded | 4530 | 1531 | 2999 | 4530 | 1531 | 2999 |
Profit Streak | 0 | 0 | 0 | 60.5951 | 272.5951 | 60.5951 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115980 | 452475 | -268937 | -710031 | -198523 | -586236 |
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{ "first_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 3.40525 } } }
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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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