Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697759.857 | 498162.3005 | 199597.5565 | 8027823.2317 | 5797823.2508 | 2229999.9809 |
Total P&L (%) | 697.7599 | 498.1623 | 199.5976 | 8027.8232 | 5797.8233 | 2230 |
Avg Daily Profit (%) | 0.4092 | 0.2921 | 0.117 | 0.2582 | 0.2394 | 0.1848 |
Buy And Hold Return (%) | 89.235 | 89.235 | 89.235 | 89.235 | 89.235 | 89.235 |
Max Trade Drawdown | -142354 | -68244 | -126872 | -5048374 | -3589002 | -3449634 |
Profit Factor | 1.2408 | 1.3605 | 1.1317 | 1.0778 | 1.1128 | 1.043 |
Total Trades | 2047 | 1024 | 1023 | 2047 | 1024 | 1023 |
Winning Trades | 1323 | 669 | 654 | 1323 | 669 | 654 |
Losing Trades | 724 | 355 | 369 | 724 | 355 | 369 |
Profitability (%) | 64.6312 | 65.332 | 63.9296 | 64.6312 | 65.332 | 63.9296 |
Ratio Avg Win / Avg Loss | 0.679 | 0.7219 | 0.6385 | 0.5898 | 0.5905 | 0.5885 |
Largest Winning Trade | 37783 | 37783 | 21640 | 2078828 | 2078828 | 867325 |
Largest Losing Trade | -49072 | -29441 | -49072 | -1995494 | -1995494 | -1890283 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 20275 | 10210 | 10065 | 20275 | 10210 | 10065 |
Profit Streak | 3.3699 | 3.3699 | 5.2032 | 3.3699 | 3.3699 | 5.2032 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606559 | 463366 | -110949 | -119146 | -83156 | -158524 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 1.02668 } } }
# | 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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