Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316707.5895 | 268866.6827 | 47840.9068 | -33473.264 | 33707.8279 | -67181.0919 |
Total P&L (%) | 316.7076 | 268.8667 | 47.8409 | -33.4733 | 33.7078 | -67.1811 |
Avg Daily Profit (%) | 0.165 | 0.1401 | 0.0249 | -0.0212 | 0.0151 | -0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208277 | -124625 | -135653 | -320147 | -240464 | -149766 |
Profit Factor | 1.3951 | 1.7007 | 1.1145 | 0.9709 | 1.0601 | 0.8859 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 47.1429 | 41.4286 | 52.8571 | 47.1429 | 41.4286 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.5642 | 2.4044 | 0.994 | 1.0886 | 1.4988 | 0.7902 |
Largest Winning Trade | 288518 | 288518 | 48986 | 218238 | 218238 | 71060 |
Largest Losing Trade | -58204 | -35313 | -58204 | -101041 | -71339 | -101041 |
Avg Bars in Trades | 39 | 25 | 52 | 39 | 25 | 52 |
Avg Bars in Winners | 52 | 34 | 66 | 52 | 34 | 66 |
Avg Bars in Losers | 27 | 19 | 36 | 27 | 19 | 36 |
Bars Traded | 5464 | 1795 | 3669 | 5464 | 1795 | 3669 |
Profit Streak | 0 | 21.9653 | 0 | 0 | 21.9653 | 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 | 300868 | -99769 | -351188 | -579851 | -426778 | -674587 |
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{ "first_band": { "type": "kcb", "factors": { "length": 239, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 2.49733 } } }
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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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