Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911038.5305 | 916816.2833 | -5777.7527 | -42526.2674 | 808268.4829 | -850794.7503 |
Total P&L (%) | 911.0385 | 916.8163 | -5.7778 | -42.5263 | 808.2685 | -850.7948 |
Avg Daily Profit (%) | 0.4921 | 0.4952 | -0.0031 | -0.0299 | 0.1192 | 0 |
Buy And Hold Return (%) | 63.5783 | 63.5783 | 63.5783 | 63.5783 | 63.5783 | 63.5783 |
Max Trade Drawdown | -145721 | -141776 | -132135 | -1075641 | -253415 | -1008627 |
Profit Factor | 2.2519 | 3.5077 | 0.984 | 0.9799 | 2.1473 | 0.3991 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.122 | 41.4634 | 48.7805 | 45.122 | 41.4634 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.7389 | 4.952 | 1.0332 | 1.1918 | 3.0315 | 0.419 |
Largest Winning Trade | 934579 | 934579 | 37128 | 934579 | 934579 | 80329 |
Largest Losing Trade | -73450 | -62144 | -73450 | -722990 | -119387 | -722990 |
Avg Bars in Trades | 41 | 51 | 30 | 41 | 51 | 30 |
Avg Bars in Winners | 43 | 55 | 33 | 43 | 55 | 33 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 3390 | 2124 | 1266 | 3390 | 2124 | 1266 |
Profit Streak | 171.4778 | 174.9778 | 171.4778 | 171.4778 | 174.9778 | 171.4778 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 199034 | 538071 | -578581 | -588402 | -31635 | -580248 |
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{ "first_band": { "type": "midprice", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 153, "offset": 150, "multiplier": 3.99239 } } }
# | 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) |
---|