Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58807.9376 | 190234.6737 | -131426.7361 | 517070.6955 | 215114.1517 | 301956.5439 |
Total P&L (%) | 58.8079 | 190.2347 | -131.4267 | 517.0707 | 215.1142 | 301.9565 |
Avg Daily Profit (%) | 0.0474 | 0.1535 | -0.106 | 0.1469 | 0.0926 | 0.1123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360017 | -53048 | -127372 | -637209 | -511302 | -174180 |
Profit Factor | 1.0937 | 2.1679 | 0.7171 | 1.4265 | 1.3519 | 1.5022 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 24 | 24 | 48 | 25 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 7 | 9 |
Profitability (%) | 75 | 75 | 75 | 75 | 78.125 | 71.875 |
Ratio Avg Win / Avg Loss | 0.3646 | 0.7226 | 0.239 | 0.4755 | 0.3785 | 0.5878 |
Largest Winning Trade | 39345 | 39345 | 31786 | 202388 | 202388 | 163492 |
Largest Losing Trade | -219638 | -53048 | -219638 | -511302 | -511302 | -225288 |
Avg Bars in Trades | 56 | 64 | 47 | 56 | 64 | 47 |
Avg Bars in Winners | 34 | 39 | 29 | 42 | 48 | 36 |
Avg Bars in Losers | 121 | 140 | 103 | 97 | 123 | 76 |
Bars Traded | 3591 | 2068 | 1523 | 3591 | 2068 | 1523 |
Profit Streak | 39.4634 | 82.1301 | 39.4634 | 39.4634 | 82.1301 | 39.4634 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -388142 | 473198 | -576581 | -136075 | -65586 | -39650 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.8319 } } }
# | 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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