Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172460.9659 | 41737.9246 | 130723.0413 | 262544.6272 | 71320.1993 | 191224.4279 |
Total P&L (%) | 172.461 | 41.7379 | 130.723 | 262.5446 | 71.3202 | 191.2244 |
Avg Daily Profit (%) | 0.6622 | 0.1603 | 0.502 | 0.4958 | 0.2069 | 0.4113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67665 | -49054 | -26841 | -346708 | -247809 | -135114 |
Profit Factor | 1.2765 | 1.1254 | 1.4493 | 1.1146 | 1.0598 | 1.174 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 207 | 96 | 111 | 207 | 96 | 111 |
Losing Trades | 340 | 177 | 163 | 340 | 177 | 163 |
Profitability (%) | 37.8428 | 35.1648 | 40.5109 | 37.8428 | 35.1648 | 40.5109 |
Ratio Avg Win / Avg Loss | 2.0967 | 2.075 | 2.1283 | 1.8307 | 1.954 | 1.724 |
Largest Winning Trade | 34346 | 34346 | 26875 | 131680 | 131680 | 51629 |
Largest Losing Trade | -14099 | -14099 | -10072 | -32283 | -32283 | -25542 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 24922 | 11935 | 12987 | 24922 | 11935 | 12987 |
Profit Streak | 4.4914 | 0 | 6.7205 | 4.4914 | 0 | 6.7205 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345495 | -82501 | 333456 | -86282 | -152262 | -21628 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.41364 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.41364 } }, "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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