Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428090.3812 | 293817.2337 | 134273.1475 | 334585.9806 | 723793.5705 | -389207.5899 |
Total P&L (%) | 428.0904 | 293.8172 | 134.2731 | 334.586 | 723.7936 | -389.2076 |
Avg Daily Profit (%) | 0.2232 | 0.1532 | 0.07 | 0.0766 | 0.11 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162948 | -47597 | -116998 | -1011728 | -431629 | -898507 |
Profit Factor | 1.5786 | 1.9478 | 1.3123 | 1.086 | 1.4739 | 0.8353 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 59.0909 | 60 | 58.1818 | 59.0909 | 60 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.0929 | 1.2986 | 0.9433 | 0.7518 | 0.9826 | 0.6004 |
Largest Winning Trade | 100672 | 100672 | 58393 | 394822 | 394822 | 243467 |
Largest Losing Trade | -62563 | -28756 | -62563 | -547786 | -170512 | -547786 |
Avg Bars in Trades | 33 | 20 | 45 | 33 | 20 | 45 |
Avg Bars in Winners | 34 | 15 | 54 | 34 | 15 | 54 |
Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
Bars Traded | 3668 | 1146 | 2522 | 3668 | 1146 | 2522 |
Profit Streak | 0 | 0 | 48.5323 | 0 | 0 | 48.5323 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398756 | -168671 | -279403 | -216765 | -224716 | -759210 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.48376 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.48376 } }, "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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