Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385847.8613 | 354031.7112 | 31816.1501 | 34544.5302 | -71583.0125 | 106127.5427 |
Total P&L (%) | 385.8479 | 354.0317 | 31.8162 | 34.5445 | -71.583 | 106.1275 |
Avg Daily Profit (%) | 0.2842 | 0.2608 | 0.0234 | 0.0219 | -0.0926 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135721 | -116363 | -59673 | -651252 | -618641 | -129753 |
Profit Factor | 1.608 | 1.8929 | 1.1336 | 1.0204 | 0.9372 | 1.1916 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.9388 | 48.9796 | 44.898 | 46.9388 | 48.9796 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8177 | 1.9717 | 1.3912 | 1.1535 | 0.9763 | 1.4624 |
Largest Winning Trade | 261843 | 261843 | 22937 | 219221 | 219221 | 106128 |
Largest Losing Trade | -55275 | -55275 | -25631 | -212264 | -212264 | -74673 |
Avg Bars in Trades | 39 | 63 | 16 | 39 | 63 | 16 |
Avg Bars in Winners | 43 | 57 | 27 | 43 | 57 | 27 |
Avg Bars in Losers | 36 | 68 | 7 | 36 | 68 | 7 |
Bars Traded | 3902 | 3088 | 814 | 3902 | 3088 | 814 |
Profit Streak | 0 | 17.2356 | 0 | 0 | 17.2356 | 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 | 376379 | 432093 | -239678 | -365400 | -580509 | -133159 |
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{ "first_band": { "type": "kcl", "factors": { "length": 60, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 3.23222 } } }
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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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