Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278369.3002 | 139777.3881 | 138591.9121 | 235626.597 | -22781.2511 | 258407.8482 |
Total P&L (%) | 278.3693 | 139.7774 | 138.5919 | 235.6266 | -22.7813 | 258.4078 |
Avg Daily Profit (%) | 0.2732 | 0.1372 | 0.136 | 0.1189 | -0.0254 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87753 | -102970 | -57748 | -351260 | -428488 | -186289 |
Profit Factor | 1.5296 | 1.4968 | 1.5674 | 1.1601 | 0.9727 | 1.4051 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 58.2418 | 53.3333 | 63.0435 | 58.2418 | 53.3333 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0967 | 1.3097 | 0.9188 | 0.8317 | 0.8511 | 0.8237 |
Largest Winning Trade | 92803 | 92803 | 37950 | 167457 | 167457 | 81175 |
Largest Losing Trade | -34278 | -34195 | -34278 | -136700 | -100899 | -136700 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 25 | 16 | 33 | 25 | 16 | 33 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 2938 | 1239 | 1698 | 2938 | 1239 | 1698 |
Profit Streak | 53.1262 | 91.7929 | 53.1262 | 53.1262 | 91.7929 | 53.1262 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433101 | -6488 | -9083 | -78102 | -578641 | -24287 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 3.26884 } }, "second_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 3.26884 } }, "second_band": { "type": "ema", "factors": { "length": 106, "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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