Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399399.6252 | 196109.3172 | 203290.308 | 598359.1559 | 1251791.2035 | -653432.0476 |
Total P&L (%) | 399.3996 | 196.1093 | 203.2903 | 598.3592 | 1251.7912 | -653.432 |
Avg Daily Profit (%) | 0.2498 | 0.1226 | 0.1271 | 0.1216 | 0.163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107396 | -62057 | -126353 | -1931314 | -475171 | -2373456 |
Profit Factor | 1.654 | 1.7992 | 1.5565 | 1.0826 | 1.5612 | 0.8696 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 61.9048 | 63.5135 | 60.274 | 61.9048 | 63.5135 | 60.274 |
Ratio Avg Win / Avg Loss | 1.0178 | 1.0336 | 1.0259 | 0.6662 | 0.8968 | 0.5731 |
Largest Winning Trade | 47217 | 47217 | 37365 | 743549 | 743549 | 414392 |
Largest Losing Trade | -75403 | -18444 | -75403 | -1748051 | -245259 | -1748051 |
Avg Bars in Trades | 30 | 18 | 42 | 30 | 18 | 42 |
Avg Bars in Winners | 28 | 15 | 43 | 28 | 15 | 43 |
Avg Bars in Losers | 32 | 23 | 41 | 32 | 23 | 41 |
Bars Traded | 4469 | 1382 | 3087 | 4469 | 1382 | 3087 |
Profit Streak | 70.1062 | 89.7728 | 70.1062 | 70.1062 | 89.7728 | 70.1062 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481618 | -87681 | -91430 | -158216 | -52969 | -650568 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 3.02356 } }, "second_band": { "type": "linreg", "factors": { "length": 156, "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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