Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343194.6838 | 51745.675 | 291449.0088 | 681201.9943 | 151055.661 | 530146.3334 |
Total P&L (%) | 343.1947 | 51.7457 | 291.449 | 681.202 | 151.0557 | 530.1463 |
Avg Daily Profit (%) | 0.2252 | 0.0339 | 0.1912 | 0.135 | 0.0604 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137673 | -29205 | -132846 | -510011 | -78250 | -495585 |
Profit Factor | 2.3616 | 2.0456 | 2.4389 | 1.6605 | 1.9344 | 1.6096 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 61.0169 | 60 | 62.069 | 61.0169 | 60 | 62.069 |
Ratio Avg Win / Avg Loss | 1.5088 | 1.3638 | 1.4904 | 1.0609 | 1.2896 | 0.9836 |
Largest Winning Trade | 62042 | 17604 | 62042 | 238308 | 71583 | 238308 |
Largest Losing Trade | -59797 | -19911 | -59797 | -227907 | -59388 | -227907 |
Avg Bars in Trades | 96 | 8 | 187 | 96 | 8 | 187 |
Avg Bars in Winners | 100 | 6 | 193 | 100 | 6 | 193 |
Avg Bars in Losers | 91 | 11 | 179 | 91 | 11 | 179 |
Bars Traded | 5704 | 256 | 5448 | 5704 | 256 | 5448 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165737 | -144455 | 453288 | -188487 | -108171 | -29492 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.82329 } }, "second_band": { "type": "bbl", "factors": { "length": 153, "offset": 0, "std": 1.67905 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.82329 } }, "second_band": { "type": "bbl", "factors": { "length": 153, "offset": 0, "std": 1.67905 } } }
# | 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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