Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593852.9242 | 491116.1226 | 102736.8016 | 656057.4311 | 444483.5133 | 211573.9178 |
Total P&L (%) | 593.8529 | 491.1161 | 102.7368 | 656.0574 | 444.4835 | 211.5739 |
Avg Daily Profit (%) | 0.3173 | 0.2624 | 0.0549 | 0.1081 | 0.0906 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82026 | -52287 | -83015 | -516117 | -332471 | -336334 |
Profit Factor | 2.68 | 3.7448 | 1.5886 | 1.3357 | 1.399 | 1.2519 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.1421 | 4.8147 | 1.6945 | 1.566 | 1.7987 | 1.3353 |
Largest Winning Trade | 454734 | 454734 | 69047 | 619994 | 619994 | 267767 |
Largest Losing Trade | -41883 | -41883 | -32035 | -224069 | -224069 | -174374 |
Avg Bars in Trades | 84 | 42 | 127 | 84 | 42 | 127 |
Avg Bars in Winners | 141 | 63 | 213 | 141 | 63 | 213 |
Avg Bars in Losers | 35 | 25 | 46 | 35 | 25 | 46 |
Bars Traded | 5299 | 1349 | 3950 | 5299 | 1349 | 3950 |
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 | -138390 | 452372 | -117328 | -199331 | -72690 | -112699 |
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{ "first_band": { "type": "kcu", "factors": { "length": 235, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 202, "offset": 0, "multiplier": 2.8246 } } }
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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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