Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110079.3269 | 81344.3119 | 28735.0149 | 117911.4528 | 117099.0493 | 812.4034 |
Total P&L (%) | 110.0793 | 81.3443 | 28.735 | 117.9115 | 117.099 | 0.8124 |
Avg Daily Profit (%) | 0.4227 | 0.3124 | 0.1103 | 0.2995 | 0.2981 | 0.0031 |
Buy And Hold Return (%) | 25.6907 | 25.6907 | 25.6907 | 25.6907 | 25.6907 | 25.6907 |
Max Trade Drawdown | -46664 | -27515 | -36099 | -88816 | -37885 | -98690 |
Profit Factor | 1.3341 | 1.5464 | 1.1591 | 1.198 | 1.4606 | 1.0024 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 61.6858 | 62.3077 | 61.0687 | 61.6858 | 62.3077 | 61.0687 |
Ratio Avg Win / Avg Loss | 0.8286 | 0.9355 | 0.7389 | 0.7441 | 0.8836 | 0.639 |
Largest Winning Trade | 11834 | 10427 | 11834 | 18700 | 18700 | 16938 |
Largest Losing Trade | -30813 | -16239 | -30813 | -87196 | -34151 | -87196 |
Avg Bars in Trades | 92 | 87 | 96 | 92 | 87 | 96 |
Avg Bars in Winners | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Losers | 140 | 140 | 139 | 140 | 140 | 139 |
Bars Traded | 24060 | 11408 | 12652 | 24060 | 11408 | 12652 |
Profit Streak | 5.1204 | 0 | 5.1933 | 5.1204 | 0 | 5.1933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301689 | 199132 | -221243 | 166242 | 220425 | -573470 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.0068 } }, "second_band": { "type": "sma", "factors": { "length": 200, "offset": 127 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.0068 } }, "second_band": { "type": "sma", "factors": { "length": 200, "offset": 127 } } }
# | 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) |
---|