Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568381.7668 | 430438.3461 | 137943.4208 | 541667.1956 | 244930.9077 | 296736.2879 |
Total P&L (%) | 568.3818 | 430.4383 | 137.9434 | 541.6672 | 244.9309 | 296.7363 |
Avg Daily Profit (%) | 0.2478 | 0.1877 | 0.0601 | 0.0811 | 0.054 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234341 | -112729 | -150004 | -576814 | -370388 | -272930 |
Profit Factor | 1.4555 | 1.6618 | 1.2309 | 1.2182 | 1.1762 | 1.2718 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Profitability (%) | 45.3287 | 42.7586 | 47.9167 | 45.3287 | 42.7586 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.7555 | 2.2247 | 1.338 | 1.4693 | 1.5746 | 1.3823 |
Largest Winning Trade | 208687 | 208687 | 61228 | 196869 | 196869 | 96696 |
Largest Losing Trade | -42693 | -40236 | -42693 | -160030 | -160030 | -147358 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 69 | 66 | 71 | 69 | 66 | 71 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 13421 | 6340 | 7081 | 13421 | 6340 | 7081 |
Profit Streak | 0 | 0 | 83.5842 | 0 | 0 | 83.5842 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370324 | 276376 | -112523 | -84998 | -149409 | -112327 |
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{ "first_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.42312 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.42312 } } }
# | 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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