Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510760.2697 | 447173.2203 | 63587.0494 | 330721.1295 | 235605.4776 | 95115.6519 |
Total P&L (%) | 510.7603 | 447.1732 | 63.587 | 330.7211 | 235.6055 | 95.1157 |
Avg Daily Profit (%) | 0.2656 | 0.2325 | 0.0331 | 0.076 | 0.063 | 0.0348 |
Buy And Hold Return (%) | 11.6625 | 11.6625 | 11.6625 | 11.6625 | 11.6625 | 11.6625 |
Max Trade Drawdown | -112425 | -82041 | -99636 | -1305774 | -690755 | -980820 |
Profit Factor | 1.884 | 2.5641 | 1.2178 | 1.0792 | 1.1091 | 1.0471 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 53.5714 | 54.7619 | 52.381 | 53.5714 | 54.7619 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6328 | 2.1182 | 1.1071 | 0.9353 | 0.9162 | 0.9519 |
Largest Winning Trade | 253779 | 253779 | 53367 | 339398 | 339398 | 327742 |
Largest Losing Trade | -51916 | -44967 | -51916 | -474096 | -377695 | -474096 |
Avg Bars in Trades | 63 | 37 | 89 | 63 | 37 | 89 |
Avg Bars in Winners | 89 | 45 | 136 | 89 | 45 | 136 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 5325 | 1579 | 3746 | 5325 | 1579 | 3746 |
Profit Streak | 0 | 70.9301 | 0 | 0 | 70.9301 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463044 | 504245 | -149815 | -225944 | -209808 | -316446 |
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{ "first_band": { "type": "kcu", "factors": { "length": 200, "offset": 99, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.16225 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 200, "offset": 99, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.16225 } } }
# | 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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