Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184242.6626 | 13785.8157 | 170456.8469 | 92558.9874 | -98282.0898 | 190841.0772 |
Total P&L (%) | 184.2427 | 13.7858 | 170.4568 | 92.559 | -98.2821 | 190.8411 |
Avg Daily Profit (%) | 0.1784 | 0.0134 | 0.1651 | 0.0635 | -0.3928 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95864 | -59166 | -43536 | -212671 | -156648 | -149661 |
Profit Factor | 1.3605 | 1.0548 | 1.6564 | 1.1108 | 0.7638 | 1.4553 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 55.8824 | 54.902 | 56.8627 | 55.8824 | 54.902 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.0741 | 0.8665 | 1.2566 | 0.877 | 0.6274 | 1.104 |
Largest Winning Trade | 50820 | 44159 | 50820 | 87107 | 47002 | 87107 |
Largest Losing Trade | -31144 | -31144 | -27562 | -90338 | -79097 | -90338 |
Avg Bars in Trades | 38 | 24 | 51 | 38 | 24 | 51 |
Avg Bars in Winners | 37 | 16 | 57 | 37 | 16 | 57 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 3900 | 1260 | 2641 | 3900 | 1260 | 2641 |
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 | 321276 | -564018 | -169817 | -207428 | -759920 | -233000 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.88517 } }, "second_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.88517 } }, "second_band": { "type": "linreg", "factors": { "length": 114, "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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