Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466963.5897 | 397374.7611 | 69588.8286 | 110768.5232 | 151007.0509 | -40238.5277 |
Total P&L (%) | 466.9636 | 397.3748 | 69.5888 | 110.7685 | 151.0071 | -40.2385 |
Avg Daily Profit (%) | 0.3307 | 0.2814 | 0.0493 | 0.0528 | 0.0652 | -0.0365 |
Buy And Hold Return (%) | 68.6777 | 68.6777 | 68.6777 | 68.6777 | 68.6777 | 68.6777 |
Max Trade Drawdown | -189815 | -86869 | -147566 | -145066 | -51697 | -127930 |
Profit Factor | 1.6681 | 2.1166 | 1.2029 | 1.2913 | 1.8385 | 0.799 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 52.7559 | 53.9683 | 51.5625 | 52.7559 | 53.9683 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.4938 | 1.8053 | 1.13 | 1.1564 | 1.5681 | 0.7505 |
Largest Winning Trade | 173296 | 173296 | 55774 | 102076 | 102076 | 37956 |
Largest Losing Trade | -88487 | -38632 | -88487 | -67772 | -48216 | -67772 |
Avg Bars in Trades | 31 | 37 | 25 | 31 | 37 | 25 |
Avg Bars in Winners | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Losers | 23 | 32 | 13 | 23 | 32 | 13 |
Bars Traded | 3987 | 2374 | 1613 | 3987 | 2374 | 1613 |
Profit Streak | 475.5574 | 0 | 543.8907 | 475.5574 | 0 | 543.8907 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429537 | -134633 | -426619 | -130542 | -254115 | -718143 |
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{ "first_band": { "type": "linreg", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 2.59857 } } }
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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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