Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830794.3078 | 838673.0027 | -7878.695 | 370229.9441 | 404163.6467 | -33933.7025 |
Total P&L (%) | 830.7943 | 838.673 | -7.8787 | 370.2299 | 404.1636 | -33.9337 |
Avg Daily Profit (%) | 0.9995 | 1.009 | -0.0095 | 0.1864 | 0.1948 | -0.0499 |
Buy And Hold Return (%) | 375.7497 | 375.7497 | 375.7497 | 375.7497 | 375.7497 | 375.7497 |
Max Trade Drawdown | -68274 | -68386 | -13177 | -469438 | -448313 | -57604 |
Profit Factor | 4.5318 | 5.2306 | 0.787 | 1.3484 | 1.4342 | 0.7427 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 33.3333 | 32.2581 | 34.375 | 33.3333 | 32.2581 | 34.375 |
Ratio Avg Win / Avg Loss | 9.0635 | 10.9842 | 1.5025 | 2.6967 | 3.0118 | 1.418 |
Largest Winning Trade | 830809 | 830809 | 8898 | 578335 | 578335 | 45820 |
Largest Losing Trade | -41163 | -41163 | -5373 | -222661 | -222661 | -21719 |
Avg Bars in Trades | 74 | 148 | 2 | 74 | 148 | 2 |
Avg Bars in Winners | 144 | 299 | 3 | 144 | 299 | 3 |
Avg Bars in Losers | 39 | 76 | 2 | 39 | 76 | 2 |
Bars Traded | 4689 | 4613 | 76 | 4689 | 4613 | 76 |
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 | -142450 | 325066 | -583831 | -314541 | -139599 | -584942 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 2.69297 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 2.69297 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 5 } } }
# | 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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