Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832389.3404 | 595283.1109 | 237106.2295 | 4118671.1979 | 614556.099 | 3504115.0989 |
Total P&L (%) | 832.3893 | 595.2831 | 237.1062 | 4118.6712 | 614.5561 | 3504.1151 |
Avg Daily Profit (%) | 0.562 | 0.4019 | 0.1601 | 0.253 | 0.1328 | 0.2423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91850 | -95570 | -50080 | -2798494 | -2534706 | -2090497 |
Profit Factor | 2.7308 | 3.3125 | 2.0608 | 1.4054 | 1.0994 | 1.8809 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
Ratio Avg Win / Avg Loss | 2.7308 | 4.0487 | 1.6861 | 1.4054 | 1.3437 | 1.5389 |
Largest Winning Trade | 359569 | 359569 | 76541 | 2078079 | 2078079 | 1504998 |
Largest Losing Trade | -39768 | -39768 | -35852 | -1299489 | -1299489 | -754978 |
Avg Bars in Trades | 71 | 49 | 93 | 71 | 49 | 93 |
Avg Bars in Winners | 105 | 70 | 134 | 105 | 70 | 134 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 5704 | 1983 | 3721 | 5704 | 1983 | 3721 |
Profit Streak | 0 | 0 | 20.2268 | 0 | 0 | 20.2268 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7435 | 510483 | 465698 | -14559 | -128344 | 493498 |
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{ "first_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.10418 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.10418 } } }
# | 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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