Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534631.7207 | 497358.5388 | 37273.1818 | 12952.0964 | 802381.4621 | -789429.3657 |
Total P&L (%) | 534.6317 | 497.3585 | 37.2732 | 12.9521 | 802.3815 | -789.4294 |
Avg Daily Profit (%) | 0.2137 | 0.1988 | 0.0149 | 0.0049 | 0.088 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212106 | -166822 | -142313 | -1282794 | -594903 | -1017424 |
Profit Factor | 1.3587 | 1.7007 | 1.0477 | 1.003 | 1.4325 | 0.6886 |
Total Trades | 399 | 199 | 200 | 399 | 199 | 200 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 225 | 117 | 108 | 225 | 117 | 108 |
Profitability (%) | 43.609 | 41.206 | 46 | 43.609 | 41.206 | 46 |
Ratio Avg Win / Avg Loss | 1.757 | 2.4267 | 1.23 | 1.2969 | 2.044 | 0.8084 |
Largest Winning Trade | 288412 | 288412 | 31765 | 925961 | 925961 | 162276 |
Largest Losing Trade | -53678 | -25707 | -53678 | -392252 | -103757 | -392252 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 16 | 23 | 10 | 16 | 23 | 10 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4909 | 2911 | 1998 | 4909 | 2911 | 1998 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345115 | 294391 | -344198 | -477654 | -75756 | -581564 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.86033 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 2 } } }
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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) |
---|