Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1631897.4539 | 1596317.4647 | 35579.9892 | 1956540.7664 | 2477324.4266 | -520783.6602 |
Total P&L (%) | 1631.8975 | 1596.3175 | 35.58 | 1956.5408 | 2477.3244 | -520.7837 |
Avg Daily Profit (%) | 0.6918 | 0.6767 | 0.0151 | 0.1283 | 0.1378 | 0 |
Buy And Hold Return (%) | 530.1187 | 530.1187 | 530.1187 | 530.1187 | 530.1187 | 530.1187 |
Max Trade Drawdown | -150589 | -181279 | -97013 | -5162452 | -4580280 | -1536350 |
Profit Factor | 3.3069 | 5.4478 | 1.1021 | 1.159 | 1.3554 | 0.9023 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 42.2764 | 37.0968 | 47.541 | 42.2764 | 37.0968 | 47.541 |
Ratio Avg Win / Avg Loss | 4.5152 | 9.2376 | 1.2161 | 1.5825 | 2.2982 | 0.9957 |
Largest Winning Trade | 1345156 | 1345156 | 56190 | 5512459 | 5512459 | 811530 |
Largest Losing Trade | -31233 | -31233 | -22434 | -1431993 | -1431993 | -717301 |
Avg Bars in Trades | 112 | 107 | 118 | 112 | 107 | 118 |
Avg Bars in Winners | 167 | 187 | 151 | 167 | 187 | 151 |
Avg Bars in Losers | 72 | 60 | 87 | 72 | 60 | 87 |
Bars Traded | 13882 | 6682 | 7200 | 13882 | 6682 | 7200 |
Profit Streak | 0 | 0 | 47.7765 | 0 | 0 | 47.7765 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462419 | -142341 | -608339 | -71028 | -168160 | -742425 |
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{ "first_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.41503 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.32414 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1631897.4539011484, 1596317.4647397797, 35579.9891613692, 1956540.7663812833, 2477324.426619917, -520783.6602386331 ], [ 1631.897454, 1596.317465, 35.579989, 1956.540766, 2477.324427, -520.78366 ], [ 0.691825, 0.676741, 0.015084, 0.128265, 0.137847, 0 ], [ 530.11867, 530.11867, 530.11867, 530.11867, 530.11867, 530.11867 ], [ -150589, -181279, -97013, -5162452, -4580280, -1536350 ], [ 3.306932, 5.447799, 1.102098, 1.159029, 1.35535, 0.902319 ], [ 123, 62, 61, 123, 62, 61 ], [ 52, 23, 29, 52, 23, 29 ], [ 71, 39, 32, 71, 39, 32 ], [ 42.276423, 37.096774, 47.540984, 42.276423, 37.096774, 47.540984 ], [ 4.515234, 9.237573, 1.216108, 1.582521, 2.298202, 0.995663 ], [ 1345156, 1345156, 56190, 5512459, 5512459, 811530 ], [ -31233, -31233, -22434, -1431993, -1431993, -717301 ], [ 112, 107, 118, 112, 107, 118 ], [ 167, 187, 151, 167, 187, 151 ], [ 72, 60, 87, 72, 60, 87 ], [ 13882, 6682, 7200, 13882, 6682, 7200 ], [ 0, 0, 47.776516, 0, 0, 47.776516 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462419, -142341, -608339, -71028, -168160, -742425 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.41503 } }, "second_band": { "type": "supertrend", "factors": { "length": 232, "offset": 0, "multiplier": 3.32414 } } }
# | 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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