Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445181.1816 | 401623.099 | 43558.0826 | 110780.5683 | -400444.7633 | 511225.3316 |
Total P&L (%) | 445.1812 | 401.6231 | 43.5581 | 110.7806 | -400.4448 | 511.2253 |
Avg Daily Profit (%) | 0.1942 | 0.1752 | 0.019 | 0.0325 | 0 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166260 | -157304 | -103629 | -1397882 | -1720051 | -409928 |
Profit Factor | 1.6566 | 2.023 | 1.1526 | 1.0288 | 0.852 | 1.4465 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 50 | 46.9388 | 53.0612 | 50 | 46.9388 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.6566 | 2.2868 | 1.0196 | 1.0288 | 0.9631 | 1.2796 |
Largest Winning Trade | 186339 | 186339 | 50216 | 648247 | 648247 | 227082 |
Largest Losing Trade | -45752 | -35001 | -45752 | -386775 | -386775 | -206549 |
Avg Bars in Trades | 41 | 52 | 30 | 41 | 52 | 30 |
Avg Bars in Winners | 49 | 59 | 41 | 49 | 59 | 41 |
Avg Bars in Losers | 33 | 47 | 18 | 33 | 47 | 18 |
Bars Traded | 4091 | 2593 | 1498 | 4091 | 2593 | 1498 |
Profit Streak | 46.7706 | 46.7706 | 47.2706 | 46.7706 | 46.7706 | 47.2706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430506 | 385850 | -220950 | -337063 | -581313 | -85028 |
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{ "first_band": { "type": "linreg", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 2.54343 } } }
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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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