Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594318.06 | 554229.3792 | 40088.6807 | 239404.1609 | -115254.8017 | 354658.9626 |
Total P&L (%) | 594.3181 | 554.2294 | 40.0887 | 239.4042 | -115.2548 | 354.659 |
Avg Daily Profit (%) | 0.2376 | 0.2216 | 0.016 | 0.0489 | 0 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142738 | -127301 | -20480 | -1644231 | -1785329 | -154591 |
Profit Factor | 2.1241 | 2.2019 | 1.5929 | 1.0594 | 0.9689 | 2.0787 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 45.4545 | 58.8235 | 52.2388 | 45.4545 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.942 | 2.6423 | 1.115 | 0.9686 | 1.1626 | 1.4551 |
Largest Winning Trade | 173830 | 173830 | 16942 | 1117533 | 1117533 | 233631 |
Largest Losing Trade | -68237 | -68237 | -9249 | -1298442 | -1298442 | -91361 |
Avg Bars in Trades | 215 | 431 | 5 | 215 | 431 | 5 |
Avg Bars in Winners | 229 | 527 | 6 | 229 | 527 | 6 |
Avg Bars in Losers | 199 | 351 | 3 | 199 | 351 | 3 |
Bars Traded | 14422 | 14242 | 180 | 14422 | 14242 | 180 |
Profit Streak | 0 | 81.944 | 0 | 0 | 81.944 | 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 | -108310 | 402390 | -170373 | -405200 | -580345 | -107812 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 243, "offset": 0, "multiplier": 2.87169 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 4 } } }
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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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