Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825009.484 | 801156.9845 | 23852.4996 | 2038985.5237 | 3677688.441 | -1638702.9173 |
Total P&L (%) | 825.0095 | 801.157 | 23.8525 | 2038.9855 | 3677.6884 | -1638.7029 |
Avg Daily Profit (%) | 0.4516 | 0.4385 | 0.0131 | 0.1678 | 0.199 | 0 |
Buy And Hold Return (%) | 785.3753 | 785.3753 | 785.3753 | 785.3753 | 785.3753 | 785.3753 |
Max Trade Drawdown | -119451 | -62302 | -97817 | -2403818 | -1238341 | -2491916 |
Profit Factor | 2.2941 | 3.8059 | 1.0678 | 1.2126 | 1.9059 | 0.7037 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 45.122 | 48.7805 | 41.4634 | 45.122 | 48.7805 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.7901 | 3.9962 | 1.5074 | 1.4748 | 2.0012 | 0.9935 |
Largest Winning Trade | 246574 | 246574 | 68325 | 1374101 | 1374101 | 503988 |
Largest Losing Trade | -45064 | -25306 | -45064 | -695714 | -497514 | -695714 |
Avg Bars in Trades | 85 | 64 | 106 | 85 | 64 | 106 |
Avg Bars in Winners | 134 | 83 | 195 | 134 | 83 | 195 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 6996 | 2638 | 4357 | 6996 | 2638 | 4357 |
Profit Streak | 45.1193 | 172.6193 | 0 | 45.1193 | 172.6193 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145640 | -141614 | -489333 | -6276 | 394158 | -584062 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 4.88331 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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