Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714788.2218 | 664762.1717 | 50026.0501 | 646822.0294 | 460528.1562 | 186293.8732 |
Total P&L (%) | 714.7882 | 664.7622 | 50.0261 | 646.822 | 460.5282 | 186.2939 |
Avg Daily Profit (%) | 0.3232 | 0.3006 | 0.0226 | 0.091 | 0.078 | 0.0476 |
Buy And Hold Return (%) | 240.0465 | 240.0465 | 240.0465 | 240.0465 | 240.0465 | 240.0465 |
Max Trade Drawdown | -129884 | -88176 | -89787 | -1994701 | -1632802 | -1037069 |
Profit Factor | 1.6775 | 2.3351 | 1.0898 | 1.0947 | 1.1342 | 1.0548 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 52.973 | 51.087 | 54.8387 | 52.973 | 51.087 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.4892 | 2.2357 | 0.8975 | 0.9718 | 1.0859 | 0.8687 |
Largest Winning Trade | 207992 | 207992 | 35811 | 1231011 | 1231011 | 394958 |
Largest Losing Trade | -51495 | -51495 | -46624 | -694097 | -694097 | -578654 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 31 | 37 | 25 | 31 | 37 | 25 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 6387 | 3555 | 2832 | 6387 | 3555 | 2832 |
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 | 337716 | 354991 | -451524 | -191174 | -169367 | -456737 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.84396 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 117, "std": 2.27532 } } }
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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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