Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137641.5181 | 39301.3816 | 98340.1365 | 96762.0774 | -53562.6195 | 150324.6969 |
Total P&L (%) | 137.6415 | 39.3014 | 98.3401 | 96.7621 | -53.5626 | 150.3247 |
Avg Daily Profit (%) | 0.2643 | 0.0755 | 0.1888 | 0.13 | -0.1472 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74314 | -57164 | -51862 | -209616 | -130925 | -127354 |
Profit Factor | 1.2092 | 1.1065 | 1.3402 | 1.0696 | 0.9334 | 1.2569 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 66.4557 | 67.0886 | 65.8228 | 66.4557 | 67.0886 | 65.8228 |
Ratio Avg Win / Avg Loss | 0.6104 | 0.5428 | 0.6959 | 0.5399 | 0.4579 | 0.6526 |
Largest Winning Trade | 23619 | 23619 | 17454 | 33897 | 33897 | 25946 |
Largest Losing Trade | -27471 | -26101 | -27471 | -80244 | -70498 | -80244 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Losers | 137 | 145 | 129 | 137 | 145 | 129 |
Bars Traded | 24827 | 12507 | 12320 | 24827 | 12507 | 12320 |
Profit Streak | 2.207 | 0 | 10.457 | 2.207 | 0 | 10.457 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265091 | -197571 | 341233 | -163685 | -578859 | 319046 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 4.96125 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 4.96125 } } }
# | 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) |
---|