Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165885.3977 | 57825.4461 | 108059.9517 | 236074.9582 | 92240.2093 | 143834.7489 |
Total P&L (%) | 165.8854 | 57.8254 | 108.06 | 236.075 | 92.2402 | 143.8347 |
Avg Daily Profit (%) | 0.637 | 0.222 | 0.4149 | 0.4666 | 0.2513 | 0.3428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58050 | -45001 | -34980 | -266096 | -199197 | -162523 |
Profit Factor | 1.2489 | 1.17 | 1.3312 | 1.0971 | 1.0747 | 1.1201 |
Total Trades | 644 | 322 | 322 | 644 | 322 | 322 |
Winning Trades | 246 | 117 | 129 | 246 | 117 | 129 |
Losing Trades | 398 | 205 | 193 | 398 | 205 | 193 |
Profitability (%) | 38.1988 | 36.3354 | 40.0621 | 38.1988 | 36.3354 | 40.0621 |
Ratio Avg Win / Avg Loss | 2.0206 | 2.05 | 1.9917 | 1.7749 | 1.883 | 1.6758 |
Largest Winning Trade | 36185 | 36185 | 29843 | 127536 | 127536 | 50853 |
Largest Losing Trade | -8954 | -5377 | -8954 | -26082 | -21984 | -26082 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 63 | 61 | 64 | 63 | 61 | 64 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 24895 | 12096 | 12799 | 24895 | 12096 | 12799 |
Profit Streak | 0 | 0 | 2.0748 | 0 | 0 | 2.0748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346264 | -31008 | 185923 | -105373 | -134772 | -84121 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 3.05499 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 3.05499 } }, "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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