Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267752.2008 | 170071.7105 | 97680.4903 | 685921.3627 | 608329.1333 | 77592.2294 |
Total P&L (%) | 267.7522 | 170.0717 | 97.6805 | 685.9214 | 608.3291 | 77.5922 |
Avg Daily Profit (%) | 0.5141 | 0.3265 | 0.1875 | 0.3966 | 0.3766 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42645 | -17601 | -41315 | -450551 | -180288 | -454026 |
Profit Factor | 1.9877 | 2.3105 | 1.6913 | 1.4323 | 1.9114 | 1.0844 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 39 | 41 | 37 | 39 | 41 | 37 |
Ratio Avg Win / Avg Loss | 3.109 | 3.3249 | 2.8797 | 2.2403 | 2.7505 | 1.8464 |
Largest Winning Trade | 60734 | 60734 | 34857 | 320304 | 320304 | 228068 |
Largest Losing Trade | -8200 | -6885 | -8200 | -84516 | -84516 | -75179 |
Avg Bars in Trades | 121 | 116 | 127 | 121 | 116 | 127 |
Avg Bars in Winners | 229 | 200 | 261 | 229 | 200 | 261 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 24384 | 11664 | 12720 | 24384 | 11664 | 12720 |
Profit Streak | 0 | 32.1341 | 0 | 0 | 32.1341 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370173 | 367194 | 173055 | 285204 | 369869 | -178171 |
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{ "first_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.39734 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 2.56287 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 267752.200820626, 170071.7105104118, 97680.4903102141, 685921.3627427908, 608329.1332930247, 77592.2294497663 ], [ 267.752201, 170.071711, 97.68049, 685.921363, 608.329133, 77.592229 ], [ 0.514088, 0.32654, 0.187548, 0.396631, 0.376596, 0.110331 ], [ 10, 10, 10, 10, 10, 10 ], [ -42645, -17601, -41315, -450551, -180288, -454026 ], [ 1.987709, 2.310502, 1.691259, 1.432308, 1.911398, 1.084414 ], [ 200, 100, 100, 200, 100, 100 ], [ 78, 41, 37, 78, 41, 37 ], [ 122, 59, 63, 122, 59, 63 ], [ 39, 41, 37, 39, 41, 37 ], [ 3.10898, 3.324869, 2.879711, 2.240276, 2.750548, 1.846435 ], [ 60734, 60734, 34857, 320304, 320304, 228068 ], [ -8200, -6885, -8200, -84516, -84516, -75179 ], [ 121, 116, 127, 121, 116, 127 ], [ 229, 200, 261, 229, 200, 261 ], [ 53, 58, 48, 53, 58, 48 ], [ 24384, 11664, 12720, 24384, 11664, 12720 ], [ 0, 32.134103, 0, 0, 32.134103, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370173, 367194, 173055, 285204, 369869, -178171 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.39734 } }, "second_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 2.56287 } } }
# | 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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