Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83522.7009 | 29515.2147 | 54007.4862 | 99308.0173 | 33114.7716 | 66193.2457 |
Total P&L (%) | 83.5227 | 29.5152 | 54.0075 | 99.308 | 33.1148 | 66.1932 |
Avg Daily Profit (%) | 0.3207 | 0.1133 | 0.2074 | 0.2652 | 0.1099 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23541 | -22783 | -21109 | -29841 | -28862 | -28623 |
Profit Factor | 1.4043 | 1.2784 | 1.5369 | 1.3986 | 1.2505 | 1.5662 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 70.6468 | 70 | 71.2871 | 70.6468 | 70 | 71.2871 |
Ratio Avg Win / Avg Loss | 0.5835 | 0.5479 | 0.619 | 0.5811 | 0.5359 | 0.6308 |
Largest Winning Trade | 10243 | 5658 | 10243 | 9993 | 8531 | 9993 |
Largest Losing Trade | -22783 | -22783 | -14835 | -26454 | -26454 | -16591 |
Avg Bars in Trades | 121 | 137 | 105 | 121 | 137 | 105 |
Avg Bars in Winners | 82 | 84 | 79 | 82 | 84 | 79 |
Avg Bars in Losers | 216 | 259 | 172 | 216 | 259 | 172 |
Bars Traded | 24429 | 13726 | 10703 | 24429 | 13726 | 10703 |
Profit Streak | 6.7904 | 6.8737 | 6.7904 | 6.7904 | 6.8737 | 6.7904 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423803 | -43748 | 340745 | 405472 | -48182 | 372698 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 4.93392 } }, "second_band": { "type": "rma", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 105, "offset": 0, "multiplier": 4.93392 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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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