Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382996.7358 | 348164.2951 | 34832.4407 | -124963.9591 | 570851.1133 | -695815.0724 |
Total P&L (%) | 382.9967 | 348.1643 | 34.8324 | -124.964 | 570.8511 | -695.8151 |
Avg Daily Profit (%) | 0.163 | 0.1482 | 0.0148 | 0 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149557 | -77161 | -159659 | -877808 | -236984 | -851275 |
Profit Factor | 1.2972 | 1.6436 | 1.0466 | 0.9317 | 2.1268 | 0.4743 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 189 | 96 | 93 | 140 | 71 | 69 |
Losing Trades | 113 | 55 | 58 | 162 | 80 | 82 |
Profitability (%) | 62.5828 | 63.5762 | 61.5894 | 46.3576 | 47.0199 | 45.6954 |
Ratio Avg Win / Avg Loss | 0.7756 | 0.9416 | 0.6527 | 1.0781 | 2.3963 | 0.5637 |
Largest Winning Trade | 39798 | 39798 | 29022 | 177077 | 177077 | 53231 |
Largest Losing Trade | -103230 | -57534 | -103230 | -840231 | -236612 | -840231 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 12 | 11 | 13 | 18 | 19 | 16 |
Avg Bars in Losers | 19 | 21 | 17 | 12 | 11 | 12 |
Bars Traded | 4508 | 2291 | 2217 | 4508 | 2291 | 2217 |
Profit Streak | 0 | 0 | 21.4179 | 10.9179 | 40.4179 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330978 | 267326 | -344087 | -578027 | -79480 | -581938 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.55534 } }, "second_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.55534 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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