Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557563.6229 | 644240.4898 | -86676.8669 | -85438.6805 | 234287.9848 | -319726.6653 |
Total P&L (%) | 557.5636 | 644.2405 | -86.6769 | -85.4387 | 234.288 | -319.7267 |
Avg Daily Profit (%) | 0.29 | 0.3351 | -0.0451 | -0.1002 | 0.0628 | 0 |
Buy And Hold Return (%) | 122.8508 | 122.8508 | 122.8508 | 122.8508 | 122.8508 | 122.8508 |
Max Trade Drawdown | -291639 | -188388 | -162662 | -1887993 | -1295220 | -657025 |
Profit Factor | 1.8666 | 2.9176 | 0.7181 | 0.9693 | 1.1356 | 0.6967 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 34.375 | 37.5 | 31.25 | 34.375 | 37.5 | 31.25 |
Ratio Avg Win / Avg Loss | 3.5635 | 4.8627 | 1.5798 | 1.8504 | 1.8927 | 1.5327 |
Largest Winning Trade | 745030 | 745030 | 54547 | 887360 | 887360 | 284038 |
Largest Losing Trade | -66482 | -50108 | -66482 | -899566 | -899566 | -528980 |
Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Winners | 91 | 64 | 123 | 91 | 64 | 123 |
Avg Bars in Losers | 36 | 30 | 42 | 36 | 30 | 42 |
Bars Traded | 3550 | 1377 | 2173 | 3550 | 1377 | 2173 |
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 | -139247 | 313180 | -585324 | -727854 | -191688 | -585324 |
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{ "first_band": { "type": "kcb", "factors": { "length": 211, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.56946 } } }
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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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