Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476864.1163 | 299871.0232 | 176993.093 | 971272.0644 | 1096426.08 | -125154.0156 |
Total P&L (%) | 476.8641 | 299.871 | 176.9931 | 971.2721 | 1096.4261 | -125.154 |
Avg Daily Profit (%) | 0.3371 | 0.212 | 0.1251 | 0.1678 | 0.1756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156984 | -82066 | -112806 | -3500546 | -2135876 | -1792571 |
Profit Factor | 1.3457 | 1.3969 | 1.2837 | 1.0648 | 1.1342 | 0.9816 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 327 | 172 | 155 | 327 | 172 | 155 |
Losing Trades | 155 | 69 | 86 | 155 | 69 | 86 |
Profitability (%) | 67.8423 | 71.3693 | 64.3154 | 67.8423 | 71.3693 | 64.3154 |
Ratio Avg Win / Avg Loss | 0.6379 | 0.5604 | 0.7123 | 0.5047 | 0.455 | 0.5447 |
Largest Winning Trade | 32989 | 32989 | 20563 | 704307 | 704307 | 343380 |
Largest Losing Trade | -51250 | -41168 | -51250 | -1266256 | -1266256 | -1048182 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 58 | 74 | 44 | 58 | 74 | 44 |
Bars Traded | 16717 | 9015 | 7702 | 16717 | 9015 | 7702 |
Profit Streak | 10.1974 | 0 | 13.6141 | 10.1974 | 0 | 13.6141 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467288 | 367504 | -24479 | -137657 | -63252 | -577615 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.72216 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.72216 } } }
# | 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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