Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122037.7156 | 80387.7154 | 41650.0001 | -23831.2101 | 166397.752 | -190228.9621 |
Total P&L (%) | 122.0377 | 80.3877 | 41.65 | -23.8312 | 166.3978 | -190.229 |
Avg Daily Profit (%) | 0.4686 | 0.3087 | 0.1599 | -0.1045 | 0.377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102579 | -42972 | -95272 | -468055 | -60829 | -463229 |
Profit Factor | 1.3136 | 1.4985 | 1.1828 | 0.9764 | 1.5627 | 0.7336 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 194 | 95 | 99 | 194 | 95 | 99 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 64.0264 | 62.9139 | 65.1316 | 64.0264 | 62.9139 | 65.1316 |
Ratio Avg Win / Avg Loss | 0.7381 | 0.8833 | 0.6332 | 0.5486 | 0.9212 | 0.3927 |
Largest Winning Trade | 12353 | 12353 | 10338 | 26324 | 26324 | 25401 |
Largest Losing Trade | -87814 | -31455 | -87814 | -458852 | -45975 | -458852 |
Avg Bars in Trades | 80 | 84 | 75 | 80 | 84 | 75 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 143 | 155 | 131 | 143 | 155 | 131 |
Bars Traded | 24301 | 12790 | 11511 | 24301 | 12790 | 11511 |
Profit Streak | 4.2594 | 0 | 4.3948 | 4.2594 | 0 | 4.3948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376076 | 312998 | -14961 | -578748 | 348128 | -579822 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 2.70722 } }, "second_band": { "type": "rma", "factors": { "length": 247, "offset": 0 } } }
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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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