Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1663970.8043 | 1628118.6663 | 35852.138 | 183184.2139 | -689324.6999 | 872508.9138 |
Total P&L (%) | 1663.9708 | 1628.1187 | 35.8521 | 183.1842 | -689.3247 | 872.5089 |
Avg Daily Profit (%) | 0.8691 | 0.8504 | 0.0187 | 0.0544 | 0 | 0.1189 |
Buy And Hold Return (%) | 59.301 | 59.301 | 59.301 | 59.301 | 59.301 | 59.301 |
Max Trade Drawdown | -158421 | -151789 | -84948 | -1906679 | -2056388 | -561099 |
Profit Factor | 3.7577 | 6.3162 | 1.1207 | 1.0332 | 0.7821 | 1.3706 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 42.8571 | 42.3729 | 43.3333 | 42.8571 | 42.3729 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.0103 | 8.59 | 1.4655 | 1.3776 | 1.0637 | 1.7924 |
Largest Winning Trade | 1756277 | 1756277 | 30836 | 1312872 | 1312872 | 500944 |
Largest Losing Trade | -35207 | -35207 | -21509 | -724998 | -724998 | -325270 |
Avg Bars in Trades | 30 | 41 | 18 | 30 | 41 | 18 |
Avg Bars in Winners | 40 | 59 | 23 | 40 | 59 | 23 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 3596 | 2468 | 1128 | 3596 | 2468 | 1128 |
Profit Streak | 0 | 33.2978 | 0 | 0 | 33.2978 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635328 | -156913 | -592906 | -309792 | -757762 | -203744 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.02767 } }, "second_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 3 } } }
# | 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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