Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394701.9361 | 225048.5624 | 169653.3737 | 558802.2447 | 579990.0459 | -21187.8012 |
Total P&L (%) | 394.7019 | 225.0486 | 169.6534 | 558.8022 | 579.99 | -21.1878 |
Avg Daily Profit (%) | 0.2346 | 0.1338 | 0.1008 | 0.1121 | 0.114 | -0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82734 | -78612 | -90700 | -636405 | -505450 | -765674 |
Profit Factor | 1.6419 | 1.8678 | 1.4772 | 1.1403 | 1.3747 | 0.9913 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 59.6491 | 61.4035 | 57.8947 | 59.6491 | 61.4035 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.1107 | 1.174 | 1.0743 | 0.7714 | 0.8641 | 0.7209 |
Largest Winning Trade | 63998 | 42790 | 63998 | 253525 | 199584 | 253525 |
Largest Losing Trade | -54378 | -28236 | -54378 | -363817 | -140021 | -363817 |
Avg Bars in Trades | 28 | 14 | 42 | 28 | 14 | 42 |
Avg Bars in Winners | 27 | 10 | 44 | 27 | 10 | 44 |
Avg Bars in Losers | 30 | 20 | 40 | 30 | 20 | 40 |
Bars Traded | 3276 | 826 | 2450 | 3276 | 826 | 2450 |
Profit Streak | 79.8557 | 120.8557 | 79.8557 | 79.8557 | 120.8557 | 79.8557 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472120 | -189369 | -235668 | -107611 | -218860 | -759252 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.65203 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.65203 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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