Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808708.0615 | 690822.7112 | 117885.3503 | 1844088.2777 | 1277669.9325 | 566418.3451 |
Total P&L (%) | 808.7081 | 690.8227 | 117.8854 | 1844.0883 | 1277.6699 | 566.4183 |
Avg Daily Profit (%) | 0.4332 | 0.37 | 0.0631 | 0.1591 | 0.1406 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179155 | -133774 | -79414 | -458807 | -336735 | -219093 |
Profit Factor | 1.9261 | 2.5641 | 1.2732 | 1.9843 | 2.2961 | 1.638 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 50 | 53.0303 | 46.9697 | 50 | 53.0303 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.9261 | 2.271 | 1.4375 | 1.9843 | 2.0337 | 1.8494 |
Largest Winning Trade | 274458 | 274458 | 45910 | 637827 | 637827 | 283297 |
Largest Losing Trade | -57659 | -42621 | -57659 | -201547 | -201547 | -112823 |
Avg Bars in Trades | 25 | 34 | 16 | 25 | 34 | 16 |
Avg Bars in Winners | 24 | 28 | 19 | 24 | 28 | 19 |
Avg Bars in Losers | 26 | 41 | 12 | 26 | 41 | 12 |
Bars Traded | 3364 | 2298 | 1066 | 3364 | 2298 | 1066 |
Profit Streak | 75.9903 | 78.4903 | 75.9903 | 75.9903 | 78.4903 | 75.9903 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550101 | -108444 | -233497 | 469803 | -123388 | -178562 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.42107 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 3.42107 } } }
# | 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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