Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990975.8331 | 854206.9342 | 136768.8988 | 23181829.8592 | 28074301.984 | -4892472.1248 |
Total P&L (%) | 990.9758 | 854.2069 | 136.7689 | 23181.8299 | 28074.302 | -4892.4721 |
Avg Daily Profit (%) | 0.5426 | 0.4677 | 0.0749 | 0.2989 | 0.3094 | 0 |
Buy And Hold Return (%) | 624.1817 | 624.1817 | 624.1817 | 624.1817 | 624.1817 | 624.1817 |
Max Trade Drawdown | -91878 | -51882 | -76934 | -25042056 | -16347908 | -18625754 |
Profit Factor | 2.1749 | 3.3444 | 1.2855 | 1.2167 | 1.5989 | 0.9186 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 53.5354 | 55.5556 | 51.5152 | 53.5354 | 55.5556 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.8877 | 2.6755 | 1.2099 | 1.056 | 1.2791 | 0.8645 |
Largest Winning Trade | 258343 | 258343 | 70925 | 8165796 | 6483285 | 8165796 |
Largest Losing Trade | -30124 | -23842 | -30124 | -9048370 | -7294803 | -9048370 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 46 | 39 | 54 | 46 | 39 | 54 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 7154 | 3254 | 3900 | 7154 | 3254 | 3900 |
Profit Streak | 13.1123 | 21.3623 | 13.1123 | 13.1123 | 21.3623 | 13.1123 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304716 | -32924 | -258220 | 412425 | 445114 | -580264 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.21732 } }, "second_band": { "type": "linreg", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.21732 } }, "second_band": { "type": "linreg", "factors": { "length": 36, "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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