Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217466.4642 | 500901.3851 | -283434.9209 | -73325.857 | 2124616.1082 | -2197941.9652 |
Total P&L (%) | 217.4665 | 500.9014 | -283.4349 | -73.3259 | 2124.6161 | -2197.942 |
Avg Daily Profit (%) | 0.0963 | 0.2218 | -0.1255 | -0.0585 | 0.1375 | 0 |
Buy And Hold Return (%) | 205.1454 | 205.1454 | 205.1454 | 205.1454 | 205.1454 | 205.1454 |
Max Trade Drawdown | -507362 | -70381 | -590941 | -4691554 | -895982 | -4181187 |
Profit Factor | 1.1393 | 2.235 | 0.7548 | 0.9929 | 1.6752 | 0.6949 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 129 | 64 | 65 | 129 | 63 | 66 |
Losing Trades | 82 | 41 | 41 | 82 | 42 | 40 |
Profitability (%) | 61.1374 | 60.9524 | 61.3208 | 61.1374 | 60 | 62.2642 |
Ratio Avg Win / Avg Loss | 0.7242 | 1.4318 | 0.4761 | 0.6312 | 1.1168 | 0.4212 |
Largest Winning Trade | 63706 | 63706 | 55499 | 877324 | 877324 | 798733 |
Largest Losing Trade | -342858 | -31926 | -342858 | -2807082 | -541916 | -2807082 |
Avg Bars in Trades | 31 | 23 | 39 | 31 | 23 | 39 |
Avg Bars in Winners | 29 | 20 | 37 | 29 | 20 | 38 |
Avg Bars in Losers | 35 | 27 | 42 | 34 | 27 | 40 |
Bars Traded | 6627 | 2471 | 4156 | 6627 | 2471 | 4156 |
Profit Streak | 5.5097 | 0 | 13.843 | 5.5097 | 0 | 13.843 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277249 | 318431 | -578984 | -577523 | -5747 | -578861 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 3.48584 } }, "second_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } } }
# | 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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