Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347556.4552 | 113150.9565 | 234405.4987 | 367824.7859 | 138755.0181 | 229069.7678 |
Total P&L (%) | 347.5565 | 113.151 | 234.4055 | 367.8248 | 138.755 | 229.0698 |
Avg Daily Profit (%) | 0.2291 | 0.0746 | 0.1545 | 0.1018 | 0.0574 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149747 | -73525 | -147562 | -477030 | -141005 | -419880 |
Profit Factor | 1.4546 | 1.3106 | 1.5857 | 1.2201 | 1.19 | 1.2434 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 53.3742 | 53.0864 | 53.6585 | 53.3742 | 53.0864 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2707 | 1.1582 | 1.3694 | 1.0658 | 1.0516 | 1.0739 |
Largest Winning Trade | 76660 | 76660 | 41673 | 114945 | 114945 | 110199 |
Largest Losing Trade | -54951 | -25988 | -54951 | -238502 | -58695 | -238502 |
Avg Bars in Trades | 27 | 19 | 34 | 27 | 19 | 34 |
Avg Bars in Winners | 32 | 20 | 43 | 32 | 20 | 43 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4413 | 1596 | 2817 | 4413 | 1596 | 2817 |
Profit Streak | 19.541 | 19.541 | 25.8743 | 19.541 | 19.541 | 25.8743 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429794 | -103928 | 219525 | -54489 | -138580 | -91301 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.74786 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.99064 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 2.74786 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.99064 } } }
# | 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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