Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357757.2536 | 336538.8476 | 21218.4061 | 17142.0449 | 406831.5725 | -389689.5276 |
Total P&L (%) | 357.7573 | 336.5388 | 21.2184 | 17.142 | 406.8316 | -389.6895 |
Avg Daily Profit (%) | 0.1717 | 0.1615 | 0.0102 | 0.0076 | 0.0779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -417370 | -254120 | -262781 | -2700379 | -1586864 | -1835407 |
Profit Factor | 1.146 | 1.2685 | 1.0177 | 1.0013 | 1.0592 | 0.9361 |
Total Trades | 800 | 400 | 400 | 800 | 400 | 400 |
Winning Trades | 404 | 210 | 194 | 404 | 210 | 194 |
Losing Trades | 396 | 190 | 206 | 396 | 190 | 206 |
Profitability (%) | 50.5 | 52.5 | 48.5 | 50.5 | 52.5 | 48.5 |
Ratio Avg Win / Avg Loss | 1.1233 | 1.1476 | 1.0807 | 0.9815 | 0.9583 | 0.994 |
Largest Winning Trade | 49873 | 49873 | 20198 | 342714 | 342714 | 319803 |
Largest Losing Trade | -49168 | -49168 | -46571 | -631463 | -288681 | -631463 |
Avg Bars in Trades | 31 | 36 | 25 | 31 | 36 | 25 |
Avg Bars in Winners | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Losers | 31 | 41 | 21 | 31 | 41 | 21 |
Bars Traded | 24841 | 14541 | 10300 | 24841 | 14541 | 10300 |
Profit Streak | 0 | 9.9644 | 0 | 0 | 9.9644 | 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 | -47909 | 349435 | -385102 | -407553 | -243432 | -579548 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 213, "multiplier": 3.77355 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 213, "multiplier": 3.77355 } } }
# | 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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