Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687955.972 | 595798.9352 | 92157.0368 | 298169.8159 | 328930.403 | -30760.5871 |
Total P&L (%) | 687.956 | 595.7989 | 92.157 | 298.1698 | 328.9304 | -30.7606 |
Avg Daily Profit (%) | 0.3726 | 0.3227 | 0.0499 | 0.0749 | 0.0789 | -0.0199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125526 | -108325 | -90478 | -515645 | -415650 | -347974 |
Profit Factor | 1.9001 | 2.5158 | 1.2483 | 1.089 | 1.1917 | 0.9812 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 36.0976 | 33.0097 | 39.2157 | 36.0976 | 33.0097 | 39.2157 |
Ratio Avg Win / Avg Loss | 3.3638 | 5.1055 | 1.9348 | 1.9279 | 2.4185 | 1.5208 |
Largest Winning Trade | 555472 | 555472 | 62314 | 561679 | 561679 | 196739 |
Largest Losing Trade | -44546 | -26461 | -44546 | -173756 | -141004 | -173756 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 104 | 85 | 121 | 104 | 85 | 121 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 10749 | 4471 | 6278 | 10749 | 4471 | 6278 |
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 | 316337 | 251815 | -129851 | -218785 | -103006 | -582476 |
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 1.64465 } } }
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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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