Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439573.9068 | 387172.5039 | 52401.4029 | 206913.4169 | 281380.4827 | -74467.0658 |
Total P&L (%) | 439.5739 | 387.1725 | 52.4014 | 206.9134 | 281.3805 | -74.4671 |
Avg Daily Profit (%) | 0.1913 | 0.1685 | 0.0228 | 0.0488 | 0.0583 | -0.0594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131406 | -112273 | -101054 | -900630 | -753928 | -562889 |
Profit Factor | 1.5728 | 2.0233 | 1.1347 | 1.059 | 1.1611 | 0.9577 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 45.6 | 42.8571 | 48.3871 | 45.6 | 42.8571 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.8763 | 2.6978 | 1.2103 | 1.2634 | 1.5482 | 1.0215 |
Largest Winning Trade | 179969 | 179969 | 54486 | 506206 | 506206 | 236442 |
Largest Losing Trade | -40889 | -40889 | -27785 | -306781 | -252211 | -306781 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Losers | 49 | 42 | 56 | 49 | 42 | 56 |
Bars Traded | 8671 | 3993 | 4678 | 8671 | 3993 | 4678 |
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 | 325054 | -138538 | -390752 | -284714 | -307028 | -733918 |
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{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.41501 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.41501 } } }
# | 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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