Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600840.0439 | 522566.5253 | 78273.5185 | 466467.3172 | -199314.743 | 665782.0603 |
Total P&L (%) | 600.84 | 522.5665 | 78.2735 | 466.4673 | -199.3147 | 665.7821 |
Avg Daily Profit (%) | 0.3225 | 0.2805 | 0.042 | 0.0931 | 0 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107047 | -113652 | -58242 | -1004507 | -1296391 | -528370 |
Profit Factor | 2.1625 | 2.6499 | 1.3911 | 1.1125 | 0.9275 | 1.4758 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 37.037 | 33.3333 | 40.7407 | 37.037 | 33.3333 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.6762 | 5.2997 | 2.0235 | 1.8912 | 1.8549 | 2.1467 |
Largest Winning Trade | 481405 | 481405 | 42708 | 643343 | 643343 | 382193 |
Largest Losing Trade | -38963 | -38963 | -25964 | -331632 | -331632 | -159250 |
Avg Bars in Trades | 65 | 58 | 73 | 65 | 58 | 73 |
Avg Bars in Winners | 118 | 92 | 138 | 118 | 92 | 138 |
Avg Bars in Losers | 35 | 41 | 28 | 35 | 41 | 28 |
Bars Traded | 7118 | 3152 | 3966 | 7118 | 3152 | 3966 |
Profit Streak | 0 | 55.4025 | 0 | 0 | 55.4025 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304008 | -171631 | -318690 | -169058 | -763411 | -228001 |
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{ "first_band": { "type": "kcb", "factors": { "length": 201, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.46549 } } }
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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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