Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2630549.0271 | 2512273.0832 | 118275.944 | 4920156.9101 | 8664500.1593 | -3744343.2491 |
Total P&L (%) | 2630.549 | 2512.2731 | 118.2759 | 4920.1569 | 8664.5002 | -3744.3432 |
Avg Daily Profit (%) | 1.472 | 1.4059 | 0.0662 | 0.2194 | 0.2506 | 0 |
Buy And Hold Return (%) | 241.7914 | 241.7914 | 241.7914 | 241.7914 | 241.7914 | 241.7914 |
Max Trade Drawdown | -167856 | -202096 | -63264 | -33514152 | -27490325 | -10344997 |
Profit Factor | 3.7219 | 5.5426 | 1.2861 | 1.0584 | 1.1727 | 0.8902 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 51.9337 | 48.8889 | 54.9451 | 51.9337 | 48.8889 | 54.9451 |
Ratio Avg Win / Avg Loss | 3.4447 | 5.7945 | 1.0546 | 0.9796 | 1.2261 | 0.73 |
Largest Winning Trade | 1413742 | 1413742 | 37944 | 18894855 | 18894855 | 2628680 |
Largest Losing Trade | -36046 | -36046 | -26585 | -10649768 | -10649768 | -5688778 |
Avg Bars in Trades | 28 | 38 | 17 | 28 | 38 | 17 |
Avg Bars in Winners | 31 | 47 | 17 | 31 | 47 | 17 |
Avg Bars in Losers | 24 | 30 | 18 | 24 | 30 | 18 |
Bars Traded | 5132 | 3498 | 1634 | 5132 | 3498 | 1634 |
Profit Streak | 17.5758 | 20.9091 | 17.5758 | 17.5758 | 20.9091 | 17.5758 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 833409 | 780884 | -269160 | -147220 | -22229 | -579603 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 152, "offset": 0, "multiplier": 2.53663 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } } }
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# | 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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