Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709716.423 | 469250.2176 | 240466.2054 | 1101405.1768 | 566477.1543 | 534928.0225 |
Total P&L (%) | 709.7164 | 469.2502 | 240.4662 | 1101.4052 | 566.4772 | 534.928 |
Avg Daily Profit (%) | 0.3739 | 0.2472 | 0.1267 | 0.131 | 0.1 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134705 | -56115 | -149613 | -780189 | -440471 | -536377 |
Profit Factor | 1.6358 | 1.9602 | 1.3832 | 1.2372 | 1.2561 | 1.22 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 65.6934 | 62.0438 | 69.3431 | 65.6934 | 62.0438 | 69.3431 |
Ratio Avg Win / Avg Loss | 0.8543 | 1.1992 | 0.6115 | 0.6461 | 0.7684 | 0.5394 |
Largest Winning Trade | 65150 | 65150 | 45191 | 259196 | 259196 | 191218 |
Largest Losing Trade | -91217 | -35547 | -91217 | -223098 | -152764 | -223098 |
Avg Bars in Trades | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 57 | 65 | 48 | 57 | 65 | 48 |
Bars Traded | 11156 | 6191 | 4965 | 11156 | 6191 | 4965 |
Profit Streak | 3.2794 | 0 | 31.2794 | 3.2794 | 0 | 31.2794 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447358 | 432249 | -21668 | -17043 | -59575 | -61259 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 3.29699 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 3.29699 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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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