Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614922.2369 | 1563624.8908 | 51297.346 | 1376063.0002 | -7114846.9 | 8490909.9002 |
Total P&L (%) | 1614.9222 | 1563.6249 | 51.2973 | 1376.063 | -7114.8469 | 8490.9099 |
Avg Daily Profit (%) | 0.8998 | 0.8713 | 0.0286 | 0.1501 | 0 | 0.2484 |
Buy And Hold Return (%) | 260.6738 | 260.6738 | 260.6738 | 260.6738 | 260.6738 | 260.6738 |
Max Trade Drawdown | -217770 | -178277 | -97626 | -23981361 | -30606610 | -8242311 |
Profit Factor | 3.1 | 4.0045 | 1.2064 | 1.0184 | 0.8747 | 1.4711 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 40.1786 | 42.8571 | 37.5 | 40.1786 | 42.8571 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6156 | 5.3394 | 2.0106 | 1.5163 | 1.1663 | 2.4519 |
Largest Winning Trade | 1066111 | 1066111 | 42345 | 16185836 | 16185836 | 6101738 |
Largest Losing Trade | -41090 | -41090 | -32885 | -10050879 | -10050879 | -4192833 |
Avg Bars in Trades | 45 | 65 | 25 | 45 | 65 | 25 |
Avg Bars in Winners | 61 | 90 | 29 | 61 | 90 | 29 |
Avg Bars in Losers | 35 | 47 | 24 | 35 | 47 | 24 |
Bars Traded | 5144 | 3693 | 1450 | 5144 | 3693 | 1450 |
Profit Streak | 20.4018 | 55.7351 | 20.4018 | 20.4018 | 55.7351 | 20.4018 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582403 | -162226 | -504213 | -195183 | -760962 | -173669 |
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 113, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 3.25828 } } }
# | 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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