Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339657.2795 | 239349.3855 | 100307.8939 | 508259.4127 | 440711.7589 | 67547.6539 |
Total P&L (%) | 339.6573 | 239.3494 | 100.3079 | 508.2594 | 440.7118 | 67.5477 |
Avg Daily Profit (%) | 0.2401 | 0.1692 | 0.0709 | 0.1277 | 0.1194 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51146 | -34262 | -46916 | -368420 | -278901 | -215927 |
Profit Factor | 1.7464 | 2.0334 | 1.4489 | 1.2949 | 1.4646 | 1.0871 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 43.9024 | 46.3415 | 41.4634 | 43.9024 | 46.3415 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.2315 | 2.3545 | 2.0455 | 1.6545 | 1.6958 | 1.5348 |
Largest Winning Trade | 103084 | 103084 | 47916 | 292874 | 292874 | 229920 |
Largest Losing Trade | -29796 | -24832 | -29796 | -124824 | -124824 | -109214 |
Avg Bars in Trades | 66 | 55 | 76 | 66 | 55 | 76 |
Avg Bars in Winners | 88 | 63 | 116 | 88 | 63 | 116 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 5420 | 2287 | 3133 | 5420 | 2287 | 3133 |
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 | 4534 | 354079 | -99433 | -32082 | -32810 | -271148 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.40376 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.40376 } }, "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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