Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324606.6804 | 291589.1023 | 33017.5781 | 351598.9018 | 370953.0831 | -19354.1813 |
Total P&L (%) | 324.6067 | 291.5891 | 33.0176 | 351.5989 | 370.9531 | -19.3542 |
Avg Daily Profit (%) | 0.3116 | 0.2799 | 0.0317 | 0.1448 | 0.1489 | -0.0206 |
Buy And Hold Return (%) | 136.7188 | 136.7188 | 136.7188 | 136.7188 | 136.7188 | 136.7188 |
Max Trade Drawdown | -109893 | -109172 | -29230 | -1720213 | -1593712 | -486274 |
Profit Factor | 1.7599 | 1.9343 | 1.287 | 1.1019 | 1.1381 | 0.9747 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 59.3985 | 51.5152 | 67.1642 | 59.3985 | 51.5152 | 67.1642 |
Ratio Avg Win / Avg Loss | 1.203 | 1.8205 | 0.6292 | 0.7532 | 1.0712 | 0.4765 |
Largest Winning Trade | 83284 | 83284 | 14009 | 813883 | 813883 | 58494 |
Largest Losing Trade | -53026 | -53026 | -23077 | -789142 | -789142 | -215470 |
Avg Bars in Trades | 175 | 334 | 20 | 175 | 334 | 20 |
Avg Bars in Winners | 177 | 385 | 20 | 177 | 385 | 20 |
Avg Bars in Losers | 173 | 279 | 19 | 173 | 279 | 19 |
Bars Traded | 23405 | 22055 | 1350 | 23405 | 22055 | 1350 |
Profit Streak | 90.8423 | 91.8423 | 90.8423 | 90.8423 | 91.8423 | 90.8423 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321754 | -117451 | -431602 | -110771 | -189681 | -694396 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 4.8322 } }, "second_band": { "type": "bbu", "factors": { "length": 223, "offset": 0, "std": 2.94198 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 4.8322 } }, "second_band": { "type": "bbu", "factors": { "length": 223, "offset": 0, "std": 2.94198 } } }
# | 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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