Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197874.6558 | 246716.9379 | -48842.2821 | -44255.4121 | 543570.006 | -587825.418 |
Total P&L (%) | 197.8747 | 246.7169 | -48.8423 | -44.2554 | 543.57 | -587.8254 |
Avg Daily Profit (%) | 0.2239 | 0.2792 | -0.0553 | -0.0661 | 0.2109 | 0 |
Buy And Hold Return (%) | 271.0707 | 271.0707 | 271.0707 | 271.0707 | 271.0707 | 271.0707 |
Max Trade Drawdown | -98913 | -26503 | -134347 | -782613 | -23351 | -826814 |
Profit Factor | 1.5006 | 4.141 | 0.8458 | 0.9595 | 8.2478 | 0.4222 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 63.3333 | 73.3333 | 53.3333 | 63.3333 | 73.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.8688 | 1.5058 | 0.7401 | 0.5555 | 2.9992 | 0.3694 |
Largest Winning Trade | 50313 | 50313 | 41038 | 171923 | 171923 | 75933 |
Largest Losing Trade | -91398 | -18856 | -91398 | -766250 | -23279 | -766250 |
Avg Bars in Trades | 40 | 23 | 57 | 40 | 23 | 57 |
Avg Bars in Winners | 32 | 19 | 50 | 32 | 19 | 50 |
Avg Bars in Losers | 54 | 35 | 65 | 54 | 35 | 65 |
Bars Traded | 2426 | 702 | 1724 | 2426 | 702 | 1724 |
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 | -330080 | -147059 | -580393 | -752549 | 470180 | -580393 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 4.17503 } }, "second_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 2.03124 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 4.17503 } }, "second_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 2.03124 } } }
# | 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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