Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667638.8316 | 597421.5431 | 70217.2885 | 239232.289 | -57543.0342 | 296775.3233 |
Total P&L (%) | 667.6388 | 597.4215 | 70.2173 | 239.2323 | -57.543 | 296.7753 |
Avg Daily Profit (%) | 0.355 | 0.3177 | 0.0373 | 0.065 | -0.0455 | 0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114995 | -87572 | -112994 | -615823 | -612523 | -192867 |
Profit Factor | 1.8784 | 2.4492 | 1.2019 | 1.0803 | 0.9664 | 1.2344 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Profitability (%) | 41.9512 | 35.9223 | 48.0392 | 41.9512 | 35.9223 | 48.0392 |
Ratio Avg Win / Avg Loss | 2.5991 | 4.3688 | 1.3 | 1.4948 | 1.7239 | 1.3351 |
Largest Winning Trade | 556780 | 556780 | 57706 | 424501 | 424501 | 179158 |
Largest Losing Trade | -40511 | -40511 | -37383 | -167345 | -167345 | -102237 |
Avg Bars in Trades | 54 | 44 | 63 | 54 | 44 | 63 |
Avg Bars in Winners | 88 | 74 | 98 | 88 | 74 | 98 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 11073 | 4593 | 6480 | 11073 | 4593 | 6480 |
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 | 391369 | 286428 | -144580 | -240447 | -583754 | -96413 |
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{ "first_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 2.95809 } } }
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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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