Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410934.535 | 390875.6244 | 20058.9106 | -10510.7481 | 11608.936 | -22119.684 |
Total P&L (%) | 410.9345 | 390.8756 | 20.0589 | -10.5107 | 11.6089 | -22.1197 |
Avg Daily Profit (%) | 0.1972 | 0.1876 | 0.0096 | -0.0053 | 0.0053 | -0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179422 | -192795 | -56007 | -321563 | -289974 | -75508 |
Profit Factor | 1.5706 | 1.7134 | 1.1165 | 0.9881 | 1.017 | 0.8909 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 53.9007 | 54.2857 | 53.5211 | 53.9007 | 54.2857 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.3433 | 1.4428 | 0.9696 | 0.8451 | 0.8564 | 0.7737 |
Largest Winning Trade | 246587 | 246587 | 17057 | 182121 | 182121 | 16589 |
Largest Losing Trade | -67869 | -67869 | -16051 | -113665 | -113665 | -28680 |
Avg Bars in Trades | 173 | 330 | 18 | 173 | 330 | 18 |
Avg Bars in Winners | 172 | 323 | 20 | 172 | 323 | 20 |
Avg Bars in Losers | 174 | 338 | 16 | 174 | 338 | 16 |
Bars Traded | 24467 | 23130 | 1337 | 24467 | 23130 | 1337 |
Profit Streak | 169.4704 | 169.7204 | 169.4704 | 169.4704 | 169.7204 | 169.4704 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402543 | -83392 | -366262 | -578931 | -598064 | -666143 |
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{ "first_band": { "type": "bbl", "factors": { "length": 51, "offset": 0, "std": 2.93234 } }, "second_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 4.37477 } } }
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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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