Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384499.1107 | 140936.6043 | 243562.5064 | 535193.2106 | 251180.4791 | 284012.7315 |
Total P&L (%) | 384.4991 | 140.9366 | 243.5625 | 535.1932 | 251.1805 | 284.0127 |
Avg Daily Profit (%) | 0.2544 | 0.0933 | 0.1612 | 0.1224 | 0.0831 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168274 | -41809 | -151729 | -1015968 | -263197 | -812616 |
Profit Factor | 1.547 | 1.4842 | 1.5914 | 1.1911 | 1.2449 | 1.16 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 53.6232 | 47.8261 | 59.4203 | 53.6232 | 47.8261 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.3379 | 1.6192 | 1.0868 | 1.0301 | 1.358 | 0.7922 |
Largest Winning Trade | 56989 | 45453 | 56989 | 245946 | 191652 | 245946 |
Largest Losing Trade | -58876 | -15846 | -58876 | -394845 | -100332 | -394845 |
Avg Bars in Trades | 64 | 44 | 83 | 64 | 44 | 83 |
Avg Bars in Winners | 77 | 48 | 100 | 77 | 48 | 100 |
Avg Bars in Losers | 48 | 40 | 59 | 48 | 40 | 59 |
Bars Traded | 8853 | 3058 | 5795 | 8853 | 3058 | 5795 |
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 | 378521 | -168951 | -91305 | -38675 | -184997 | -220681 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 4.99539 } }, "second_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 4.99539 } }, "second_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } } }
# | 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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