Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384978.5672 | 401275.8986 | -16297.3314 | 12616.7221 | 157944.3549 | -145327.6327 |
Total P&L (%) | 384.9786 | 401.2759 | -16.2973 | 12.6167 | 157.9444 | -145.3276 |
Avg Daily Profit (%) | 0.2082 | 0.217 | -0.0088 | 0.0064 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140590 | -130251 | -165472 | -283854 | -228654 | -340113 |
Profit Factor | 1.5671 | 2.3854 | 0.9581 | 1.0116 | 1.3543 | 0.7746 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 44.3182 | 38.6364 | 50 | 44.3182 | 38.6364 | 50 |
Ratio Avg Win / Avg Loss | 1.9689 | 3.7886 | 0.9581 | 1.2709 | 2.151 | 0.7746 |
Largest Winning Trade | 197671 | 197671 | 54178 | 142996 | 142996 | 86439 |
Largest Losing Trade | -61330 | -28940 | -61330 | -100353 | -66331 | -100353 |
Avg Bars in Trades | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Winners | 99 | 88 | 107 | 99 | 88 | 107 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 5380 | 2311 | 3069 | 5380 | 2311 | 3069 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307557 | 286179 | -580719 | -478383 | -127304 | -580719 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.81026 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.81026 } }, "second_band": { "type": "ohlc4", "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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