Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482699.2456 | 269743.6819 | 212955.5637 | 796094.4871 | 46950.0753 | 749144.4118 |
Total P&L (%) | 482.6992 | 269.7437 | 212.9556 | 796.0945 | 46.9501 | 749.1444 |
Avg Daily Profit (%) | 0.2674 | 0.1494 | 0.118 | 0.1216 | 0.0213 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73078 | -68621 | -87721 | -1321298 | -783145 | -1503981 |
Profit Factor | 1.5002 | 1.5356 | 1.4615 | 1.0757 | 1.0089 | 1.1438 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 41.8103 | 37.069 | 46.5517 | 41.8103 | 37.069 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.0879 | 2.607 | 1.6781 | 1.4971 | 1.7127 | 1.3133 |
Largest Winning Trade | 124119 | 124119 | 67382 | 641598 | 641598 | 598910 |
Largest Losing Trade | -28904 | -28904 | -24983 | -242605 | -231460 | -242605 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 64 | 49 | 76 | 64 | 49 | 76 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 10559 | 4239 | 6320 | 10559 | 4239 | 6320 |
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 | 311219 | 137163 | -34902 | -169506 | -380926 | -98204 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.14283 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.14283 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "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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