Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510218.8767 | 444763.2926 | 65455.5841 | 594840.0333 | 459799.8546 | 135040.1787 |
Total P&L (%) | 510.2189 | 444.7633 | 65.4556 | 594.84 | 459.7999 | 135.0402 |
Avg Daily Profit (%) | 0.2449 | 0.2135 | 0.0314 | 0.0931 | 0.0827 | 0.041 |
Buy And Hold Return (%) | 73.34 | 73.34 | 73.34 | 73.34 | 73.34 | 73.34 |
Max Trade Drawdown | -162163 | -90476 | -118062 | -1678108 | -1136191 | -1010819 |
Profit Factor | 1.3862 | 1.6586 | 1.1013 | 1.0545 | 1.0801 | 1.0261 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 215 | 101 | 114 | 215 | 101 | 114 |
Losing Trades | 379 | 196 | 183 | 379 | 196 | 183 |
Profitability (%) | 36.1953 | 34.0067 | 38.3838 | 36.1953 | 34.0067 | 38.3838 |
Ratio Avg Win / Avg Loss | 2.4435 | 3.2187 | 1.7679 | 1.8589 | 2.096 | 1.6472 |
Largest Winning Trade | 171771 | 171771 | 35082 | 835576 | 835576 | 280681 |
Largest Losing Trade | -15487 | -13742 | -15487 | -182333 | -150600 | -182333 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 72 | 66 | 77 | 72 | 66 | 77 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 24773 | 11106 | 13667 | 24773 | 11106 | 13667 |
Profit Streak | 18.2889 | 0 | 18.4555 | 18.2889 | 0 | 18.4555 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302851 | 181157 | -427600 | -229394 | -219538 | -339672 |
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{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.36281 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.27054 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.36281 } }, "second_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 1.27054 } } }
# | 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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