Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87648.8384 | 12529.3533 | 75119.4851 | 31799.7579 | 12431.5296 | 19368.2284 |
Total P&L (%) | 87.6488 | 12.5294 | 75.1195 | 31.7998 | 12.4315 | 19.3682 |
Avg Daily Profit (%) | 0.1683 | 0.0241 | 0.1442 | 0.053 | 0.0225 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130082 | -18169 | -123666 | -141884 | -21135 | -129422 |
Profit Factor | 1.2237 | 1.138 | 1.2496 | 1.0708 | 1.1279 | 1.055 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 52.2613 | 51 | 53.5354 | 52.2613 | 51 | 53.5354 |
Ratio Avg Win / Avg Loss | 1.1178 | 1.0934 | 1.0845 | 0.9781 | 1.0837 | 0.9157 |
Largest Winning Trade | 36253 | 6457 | 36253 | 28248 | 9146 | 28248 |
Largest Losing Trade | -43032 | -6285 | -43032 | -29860 | -7310 | -29860 |
Avg Bars in Trades | 121 | 12 | 232 | 121 | 12 | 232 |
Avg Bars in Winners | 150 | 14 | 282 | 150 | 14 | 282 |
Avg Bars in Losers | 90 | 10 | 175 | 90 | 10 | 175 |
Bars Traded | 24254 | 1234 | 23020 | 24254 | 1234 | 23020 |
Profit Streak | 5.1435 | 32.3727 | 0 | 5.1435 | 32.3727 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304133 | -315377 | -1124 | -267883 | -331621 | -316847 |
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{ "first_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 3.60194 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 87648.838410443, 12529.3533089021, 75119.4851015409, 31799.7579497829, 12431.5295716387, 19368.2283781442 ], [ 87.648838, 12.529353, 75.119485, 31.799758, 12.43153, 19.368228 ], [ 0.168287, 0.024057, 0.14423, 0.053028, 0.0225, 0.033998 ], [ 10, 10, 10, 10, 10, 10 ], [ -130082, -18169, -123666, -141884, -21135, -129422 ], [ 1.223731, 1.138043, 1.24957, 1.070803, 1.12793, 1.05503 ], [ 199, 100, 99, 199, 100, 99 ], [ 104, 51, 53, 104, 51, 53 ], [ 95, 49, 46, 95, 49, 46 ], [ 52.261307, 51, 53.535354, 52.261307, 51, 53.535354 ], [ 1.117831, 1.093413, 1.084532, 0.978137, 1.083697, 0.915687 ], [ 36253, 6457, 36253, 28248, 9146, 28248 ], [ -43032, -6285, -43032, -29860, -7310, -29860 ], [ 121, 12, 232, 121, 12, 232 ], [ 150, 14, 282, 150, 14, 282 ], [ 90, 10, 175, 90, 10, 175 ], [ 24254, 1234, 23020, 24254, 1234, 23020 ], [ 5.143489, 32.372655, 0, 5.143489, 32.372656, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304133, -315377, -1124, -267883, -331621, -316847 ] ] }
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{ "first_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 3.60194 } } }
# | 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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