Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282417.6028 | 375655.3928 | -93237.79 | -308358.608 | 31881.2634 | -340239.8714 |
Total P&L (%) | 282.4176 | 375.6554 | -93.2378 | -308.3586 | 31.8813 | -340.2399 |
Avg Daily Profit (%) | 0.1194 | 0.1588 | -0.0394 | 0 | 0.0117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330148 | -63978 | -408775 | -642117 | -292462 | -491512 |
Profit Factor | 1.1723 | 1.7276 | 0.9169 | 0.8714 | 1.0345 | 0.7691 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 139 | 68 | 71 | 112 | 60 | 52 |
Losing Trades | 107 | 55 | 52 | 134 | 63 | 71 |
Profitability (%) | 56.5041 | 55.2846 | 57.7236 | 45.5285 | 48.7805 | 42.2764 |
Ratio Avg Win / Avg Loss | 0.9024 | 1.3973 | 0.6716 | 1.0426 | 1.0862 | 1.0501 |
Largest Winning Trade | 119587 | 119587 | 47523 | 129060 | 123360 | 129060 |
Largest Losing Trade | -243312 | -29281 | -243312 | -134719 | -57675 | -134719 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 28 | 17 | 39 | 25 | 21 | 31 |
Avg Bars in Losers | 25 | 22 | 29 | 29 | 18 | 38 |
Bars Traded | 6793 | 2425 | 4368 | 6793 | 2425 | 4368 |
Profit Streak | 0 | 0 | 77.268 | 55.6013 | 79.268 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63819 | 366048 | -579446 | -578723 | -362227 | -582342 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 3.15759 } }, "second_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 3.15759 } }, "second_band": { "type": "ema", "factors": { "length": 35, "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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