Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543000.6031 | 319639.8294 | 223360.7737 | 1305666.2661 | -129909.0762 | 1435575.3423 |
Total P&L (%) | 543.0006 | 319.6398 | 223.3608 | 1305.6663 | -129.9091 | 1435.5753 |
Avg Daily Profit (%) | 0.3008 | 0.1771 | 0.1237 | 0.1465 | 0 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124564 | -79535 | -71490 | -4323983 | -3173245 | -2135906 |
Profit Factor | 1.8792 | 1.9434 | 1.8013 | 1.0837 | 0.9848 | 1.2026 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 41.9847 | 40.9091 | 43.0769 | 41.9847 | 40.9091 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.5968 | 2.8071 | 2.3803 | 1.4974 | 1.4224 | 1.5891 |
Largest Winning Trade | 217975 | 217975 | 71745 | 1542504 | 1542504 | 1420426 |
Largest Losing Trade | -22905 | -21950 | -22905 | -952823 | -952823 | -812424 |
Avg Bars in Trades | 80 | 52 | 109 | 80 | 52 | 109 |
Avg Bars in Winners | 127 | 76 | 177 | 127 | 76 | 177 |
Avg Bars in Losers | 46 | 36 | 57 | 46 | 36 | 57 |
Bars Traded | 10579 | 3481 | 7098 | 10579 | 3481 | 7098 |
Profit Streak | 0 | 0 | 12.2263 | 0 | 0 | 12.2263 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349086 | -116877 | -158425 | -128273 | -707104 | -125808 |
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{ "first_band": { "type": "midprice", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 3.03523 } } }
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# | 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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