Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343292.2222 | 315109.1465 | 28183.0756 | 17228.6513 | 35702.5378 | -18473.8865 |
Total P&L (%) | 343.2922 | 315.1091 | 28.1831 | 17.2287 | 35.7025 | -18.4739 |
Avg Daily Profit (%) | 0.1648 | 0.1513 | 0.0135 | 0.0076 | 0.0147 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185171 | -177072 | -59570 | -267437 | -266348 | -117293 |
Profit Factor | 1.3311 | 1.4735 | 1.0759 | 1.013 | 1.042 | 0.9613 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 49.8099 | 46.5649 | 53.0303 | 49.8099 | 46.5649 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.3413 | 1.6909 | 0.953 | 1.0207 | 1.1958 | 0.8515 |
Largest Winning Trade | 203605 | 203605 | 15919 | 150673 | 150673 | 31201 |
Largest Losing Trade | -36067 | -36067 | -15863 | -82530 | -82530 | -35276 |
Avg Bars in Trades | 93 | 156 | 30 | 93 | 156 | 30 |
Avg Bars in Winners | 84 | 146 | 29 | 84 | 146 | 29 |
Avg Bars in Losers | 102 | 165 | 32 | 102 | 165 | 32 |
Bars Traded | 24593 | 20503 | 4090 | 24593 | 20503 | 4090 |
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 | 320273 | 285025 | -316526 | -396315 | -351710 | -580589 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.99977 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 4.99977 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "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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