Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237146.127 | 137404.367 | 99741.76 | 328608.1982 | 192981.0584 | 135627.1398 |
Total P&L (%) | 237.1461 | 137.4044 | 99.7418 | 328.6082 | 192.9811 | 135.6271 |
Avg Daily Profit (%) | 0.4553 | 0.2638 | 0.1915 | 0.2798 | 0.2066 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97830 | -72827 | -52521 | -299306 | -192464 | -164223 |
Profit Factor | 1.3205 | 1.3696 | 1.271 | 1.1991 | 1.237 | 1.1622 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 164 | 75 | 89 | 164 | 75 | 89 |
Losing Trades | 242 | 128 | 114 | 242 | 128 | 114 |
Profitability (%) | 40.3941 | 36.9458 | 43.8424 | 40.3941 | 36.9458 | 43.8424 |
Ratio Avg Win / Avg Loss | 1.9486 | 2.3374 | 1.628 | 1.7695 | 2.1112 | 1.4887 |
Largest Winning Trade | 53055 | 53055 | 24808 | 144601 | 144601 | 72830 |
Largest Losing Trade | -12119 | -10438 | -12119 | -32129 | -32129 | -31624 |
Avg Bars in Trades | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Winners | 108 | 107 | 108 | 108 | 107 | 108 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 24760 | 11799 | 12961 | 24760 | 11799 | 12961 |
Profit Streak | 0 | 3.5621 | 0 | 0 | 3.5621 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321897 | 144862 | 219961 | 207678 | 98102 | -37192 |
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{ "first_band": { "type": "midprice", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 1.83064 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 1.83064 } } }
# | 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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