Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422666.5799 | 307356.5515 | 115310.0284 | 412115.5297 | 271825.3057 | 140290.224 |
Total P&L (%) | 422.6666 | 307.3566 | 115.31 | 412.1155 | 271.8253 | 140.2902 |
Avg Daily Profit (%) | 0.2243 | 0.1631 | 0.0612 | 0.0867 | 0.0697 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89444 | -65436 | -115459 | -213907 | -213991 | -241234 |
Profit Factor | 1.6293 | 1.9656 | 1.3264 | 1.2878 | 1.3909 | 1.1905 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 44.6809 | 42.5532 | 46.8085 | 44.6809 | 42.5532 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.0173 | 2.6536 | 1.5072 | 1.5944 | 1.8777 | 1.3528 |
Largest Winning Trade | 98845 | 98845 | 46893 | 171856 | 171856 | 136440 |
Largest Losing Trade | -46879 | -30259 | -46879 | -134158 | -134158 | -109362 |
Avg Bars in Trades | 57 | 42 | 72 | 57 | 42 | 72 |
Avg Bars in Winners | 90 | 55 | 122 | 90 | 55 | 122 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 5428 | 2018 | 3410 | 5428 | 2018 | 3410 |
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 | 327448 | 296094 | -111018 | -77877 | -100913 | -142933 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 3.45497 } }, "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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