Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550388.5724 | 418020.4027 | 132368.1697 | -247966.0558 | -74352.6828 | -173613.373 |
Total P&L (%) | 550.3886 | 418.0204 | 132.3682 | -247.9661 | -74.3527 | -173.6134 |
Avg Daily Profit (%) | 0.2883 | 0.2189 | 0.0693 | 0 | -0.0712 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110266 | -74325 | -107141 | -288402 | -95777 | -214049 |
Profit Factor | 1.7951 | 2.1818 | 1.391 | 0.5887 | 0.7287 | 0.472 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 19 | 27 | 36 | 21 | 15 |
Losing Trades | 37 | 22 | 15 | 47 | 20 | 27 |
Profitability (%) | 55.4217 | 46.3415 | 64.2857 | 43.3735 | 51.2195 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.4439 | 2.5263 | 0.7728 | 0.7685 | 0.694 | 0.8496 |
Largest Winning Trade | 268127 | 268127 | 59185 | 53826 | 53826 | 25666 |
Largest Losing Trade | -107141 | -52370 | -107141 | -119123 | -57772 | -119123 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 75 | 73 | 77 | 52 | 63 | 36 |
Avg Bars in Losers | 52 | 60 | 41 | 75 | 69 | 80 |
Bars Traded | 5447 | 2729 | 2717 | 5447 | 2729 | 2717 |
Profit Streak | 0 | 104.9374 | 0 | 5.9374 | 0 | 8.2707 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378397 | 414176 | -99501 | -583933 | -580584 | -585617 |
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{ "first_band": { "type": "midprice", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 26, "multiplier": 4.79191 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 176, "offset": 26, "multiplier": 4.79191 } } }
# | 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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