Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482636.3018 | 377100.2196 | 105536.0822 | 152433.0175 | -90450.034 | 242883.0515 |
Total P&L (%) | 482.6363 | 377.1002 | 105.5361 | 152.433 | -90.45 | 242.8831 |
Avg Daily Profit (%) | 0.2983 | 0.2331 | 0.0652 | 0.0572 | -0.1451 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180312 | -167515 | -105131 | -624829 | -553441 | -297078 |
Profit Factor | 1.3116 | 1.4587 | 1.1452 | 1.0482 | 0.9484 | 1.1721 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 212 | 111 | 101 | 212 | 111 | 101 |
Losing Trades | 202 | 96 | 106 | 202 | 96 | 106 |
Profitability (%) | 51.2077 | 53.6232 | 48.7923 | 51.2077 | 53.6232 | 48.7923 |
Ratio Avg Win / Avg Loss | 1.2497 | 1.2616 | 1.2019 | 0.9987 | 0.8202 | 1.2301 |
Largest Winning Trade | 202364 | 202364 | 38080 | 116042 | 116042 | 64890 |
Largest Losing Trade | -63110 | -32005 | -63110 | -225114 | -140261 | -225114 |
Avg Bars in Trades | 45 | 57 | 34 | 45 | 57 | 34 |
Avg Bars in Winners | 51 | 65 | 34 | 51 | 65 | 34 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 18931 | 11869 | 7062 | 18931 | 11869 | 7062 |
Profit Streak | 492.8287 | 492.8287 | 513.662 | 492.8287 | 492.8287 | 513.662 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428276 | 379419 | -165285 | -282386 | -579195 | -121097 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 4.40968 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 4.40968 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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