Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466920.2603 | 376977.1293 | 89943.131 | 473807.1799 | 398935.6617 | 74871.5182 |
Total P&L (%) | 466.9203 | 376.9771 | 89.9431 | 473.8072 | 398.9357 | 74.8715 |
Avg Daily Profit (%) | 0.2626 | 0.212 | 0.0506 | 0.0983 | 0.0904 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80495 | -37615 | -93322 | -285459 | -116586 | -346683 |
Profit Factor | 1.7614 | 2.5706 | 1.241 | 1.2786 | 1.5852 | 1.0735 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 45.6522 | 47.8261 | 43.4783 | 45.6522 | 47.8261 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.0969 | 2.8043 | 1.6133 | 1.5222 | 1.7293 | 1.3955 |
Largest Winning Trade | 230700 | 230700 | 69994 | 250234 | 250234 | 148918 |
Largest Losing Trade | -35873 | -26781 | -35873 | -90548 | -71629 | -90548 |
Avg Bars in Trades | 55 | 39 | 72 | 55 | 39 | 72 |
Avg Bars in Winners | 94 | 51 | 142 | 94 | 51 | 142 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 5117 | 1797 | 3320 | 5117 | 1797 | 3320 |
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 | 361803 | 426707 | -126998 | -62129 | -70075 | -293040 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 3.21452 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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