Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283540.4343 | 279226.0033 | 4314.431 | -65974.8401 | -172564.7573 | 106589.9172 |
Total P&L (%) | 283.5404 | 279.226 | 4.3144 | -65.9748 | -172.5648 | 106.5899 |
Avg Daily Profit (%) | 0.1752 | 0.1726 | 0.0027 | -0.0666 | 0 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299423 | -276385 | -85627 | -1185927 | -1256666 | -201205 |
Profit Factor | 1.2673 | 1.3527 | 1.016 | 0.9747 | 0.9163 | 1.1949 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 49.3274 | 45.9459 | 52.6786 | 49.3274 | 45.9459 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.3018 | 1.5914 | 0.9127 | 1.0013 | 1.078 | 1.0734 |
Largest Winning Trade | 144311 | 144311 | 20400 | 346874 | 346874 | 204924 |
Largest Losing Trade | -49001 | -49001 | -47584 | -438938 | -438938 | -113016 |
Avg Bars in Trades | 85 | 158 | 12 | 85 | 158 | 12 |
Avg Bars in Winners | 72 | 140 | 13 | 72 | 140 | 13 |
Avg Bars in Losers | 97 | 173 | 10 | 97 | 173 | 10 |
Bars Traded | 18971 | 17590 | 1381 | 18971 | 17590 | 1381 |
Profit Streak | 475.5091 | 475.7591 | 475.5091 | 475.5091 | 475.7591 | 475.5091 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329743 | 275497 | -558639 | -577245 | -580362 | -138171 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 3.46621 } }, "second_band": { "type": "bbu", "factors": { "length": 247, "offset": 0, "std": 2.47834 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 3.46621 } }, "second_band": { "type": "bbu", "factors": { "length": 247, "offset": 0, "std": 2.47834 } } }
# | 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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