Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529925.8097 | 335763.4459 | 194162.3638 | 1563586.0077 | 2022855.8339 | -459269.8263 |
Total P&L (%) | 529.9258 | 335.7634 | 194.1624 | 1563.586 | 2022.8558 | -459.2698 |
Avg Daily Profit (%) | 0.3156 | 0.2 | 0.1156 | 0.1676 | 0.1821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142025 | -110615 | -85351 | -4364521 | -1613813 | -3340506 |
Profit Factor | 1.5017 | 1.6933 | 1.3395 | 1.1825 | 1.5263 | 0.9028 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 44.6602 | 43.2258 | 46.1039 | 44.6602 | 43.2258 | 46.1039 |
Ratio Avg Win / Avg Loss | 1.8608 | 2.2241 | 1.5658 | 1.4652 | 2.0047 | 1.0554 |
Largest Winning Trade | 88859 | 88859 | 57120 | 1799419 | 1799419 | 1381381 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1121563 | -854101 | -1121563 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3289 | 1572 | 1717 | 3289 | 1572 | 1717 |
Profit Streak | 13.0818 | 13.0818 | 13.5818 | 13.0818 | 13.0818 | 13.5818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444630 | 336129 | -37565 | -11143 | 322950 | -579495 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 99, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 62, "offset": 0, "multiplier": 1.24978 } } }
# | 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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