Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519639.121 | 465629.2837 | 54009.8372 | 418767.7283 | 299758.2964 | 119009.4318 |
Total P&L (%) | 519.6391 | 465.6293 | 54.0098 | 418.7677 | 299.7583 | 119.0094 |
Avg Daily Profit (%) | 0.2494 | 0.2235 | 0.0259 | 0.0791 | 0.0665 | 0.0376 |
Buy And Hold Return (%) | 80.8393 | 80.8393 | 80.8393 | 80.8393 | 80.8393 | 80.8393 |
Max Trade Drawdown | -144055 | -93708 | -93603 | -1800160 | -1196423 | -1132360 |
Profit Factor | 1.3671 | 1.6478 | 1.0775 | 1.0344 | 1.0489 | 1.0198 |
Total Trades | 655 | 327 | 328 | 655 | 327 | 328 |
Winning Trades | 251 | 112 | 139 | 251 | 112 | 139 |
Losing Trades | 404 | 215 | 189 | 404 | 215 | 189 |
Profitability (%) | 38.3206 | 34.2508 | 42.378 | 38.3206 | 34.2508 | 42.378 |
Ratio Avg Win / Avg Loss | 2.2005 | 3.1632 | 1.4651 | 1.665 | 2.0134 | 1.3866 |
Largest Winning Trade | 204716 | 204716 | 30746 | 632024 | 632024 | 332128 |
Largest Losing Trade | -21601 | -21601 | -15515 | -295922 | -152073 | -295922 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 62 | 57 | 65 | 62 | 57 | 65 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 24737 | 10908 | 13829 | 24737 | 10908 | 13829 |
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 | 308306 | 185241 | -461061 | -271264 | -277211 | -362104 |
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{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.03827 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.31467 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.03827 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.31467 } } }
# | 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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