Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716883.8871 | 523116.7064 | 193767.1807 | 1047439.1115 | -304226.1777 | 1351665.2892 |
Total P&L (%) | 716.8839 | 523.1167 | 193.7672 | 1047.4391 | -304.2262 | 1351.6653 |
Avg Daily Profit (%) | 0.4868 | 0.3553 | 0.1316 | 0.1659 | 0 | 0.1818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107880 | -122418 | -66385 | -1084921 | -929788 | -640231 |
Profit Factor | 2.0272 | 2.3821 | 1.6066 | 1.2202 | 0.8908 | 1.6858 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 46.3415 | 36.0656 | 56.4516 | 46.3415 | 36.0656 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.3473 | 4.2227 | 1.2394 | 1.4128 | 1.5792 | 1.3005 |
Largest Winning Trade | 359569 | 359569 | 69200 | 463659 | 460440 | 463659 |
Largest Losing Trade | -38337 | -21549 | -38337 | -287270 | -256318 | -287270 |
Avg Bars in Trades | 46 | 35 | 58 | 46 | 35 | 58 |
Avg Bars in Winners | 57 | 49 | 63 | 57 | 49 | 63 |
Avg Bars in Losers | 37 | 27 | 52 | 37 | 27 | 52 |
Bars Traded | 5777 | 2159 | 3618 | 5777 | 2159 | 3618 |
Profit Streak | 42.9363 | 55.9363 | 42.9363 | 42.9363 | 55.9363 | 42.9363 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533337 | -152073 | -167343 | 281331 | -743975 | -141956 |
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{ "first_band": { "type": "midprice", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.36927 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.36927 } } }
# | 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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