Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26956.2792 | 403701.1877 | -376744.9084 | -23757.692 | -176364.6494 | 152606.9575 |
Total P&L (%) | 26.9563 | 403.7012 | -376.7449 | -23.7577 | -176.3646 | 152.607 |
Avg Daily Profit (%) | 0.0117 | 0.1749 | -0.1633 | -0.0118 | 0 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -560306 | -73206 | -603895 | -461830 | -375818 | -332363 |
Profit Factor | 1.0136 | 1.6015 | 0.7133 | 0.9904 | 0.8389 | 1.1098 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 53.8462 | 52.9915 | 54.7009 | 53.8462 | 52.9915 | 54.7009 |
Ratio Avg Win / Avg Loss | 0.8688 | 1.4207 | 0.5907 | 0.8489 | 0.7442 | 0.9191 |
Largest Winning Trade | 103449 | 103449 | 69879 | 664945 | 86689 | 664945 |
Largest Losing Trade | -305416 | -39913 | -305416 | -287710 | -132609 | -287710 |
Avg Bars in Trades | 37 | 26 | 49 | 37 | 26 | 49 |
Avg Bars in Winners | 38 | 22 | 55 | 38 | 21 | 56 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 32 | 41 |
Bars Traded | 8876 | 3114 | 5762 | 8876 | 3114 | 5762 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -386147 | 350970 | -580411 | -579054 | -580355 | -240262 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 214, "offset": 0, "multiplier": 3.9869 } }, "second_band": { "type": "linreg", "factors": { "length": 124, "offset": 0 } } }
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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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