Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59496.6505 | 37273.3902 | 22223.2603 | 55703.2487 | 25309.8643 | 30393.3844 |
Total P&L (%) | 59.4967 | 37.2734 | 22.2233 | 55.7032 | 25.3099 | 30.3934 |
Avg Daily Profit (%) | 1.1424 | 0.7157 | 0.4267 | 0.8538 | 0.4342 | 0.5109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37281 | -30638 | -22705 | -52169 | -45371 | -30779 |
Profit Factor | 1.3741 | 1.423 | 1.3132 | 1.2432 | 1.1973 | 1.3017 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 38.961 | 39.1304 | 38.7931 | 38.961 | 39.1304 | 38.7931 |
Ratio Avg Win / Avg Loss | 2.1527 | 2.2136 | 2.072 | 1.9477 | 1.8624 | 2.0539 |
Largest Winning Trade | 48327 | 48327 | 13862 | 47142 | 47142 | 18416 |
Largest Losing Trade | -6187 | -6187 | -5778 | -8933 | -8652 | -8933 |
Avg Bars in Trades | 106 | 105 | 107 | 106 | 105 | 107 |
Avg Bars in Winners | 166 | 155 | 176 | 166 | 155 | 176 |
Avg Bars in Losers | 68 | 73 | 63 | 68 | 73 | 63 |
Bars Traded | 24589 | 12118 | 12471 | 24589 | 12118 | 12471 |
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 | 318704 | 179231 | -1233 | 271795 | -2861 | 62876 |
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{ "first_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.98536 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 4.04109 } } }
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# | 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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