Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470653.2885 | 384972.6688 | 85680.6198 | 913962.2495 | 570445.9938 | 343516.2558 |
Total P&L (%) | 470.6533 | 384.9727 | 85.6806 | 913.9623 | 570.446 | 343.5163 |
Avg Daily Profit (%) | 0.2744 | 0.2244 | 0.05 | 0.1351 | 0.111 | 0.0869 |
Buy And Hold Return (%) | 164.89 | 164.89 | 164.89 | 164.89 | 164.89 | 164.89 |
Max Trade Drawdown | -84705 | -79329 | -46563 | -660076 | -518992 | -266029 |
Profit Factor | 1.8233 | 2.13 | 1.371 | 1.2693 | 1.2792 | 1.2543 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 58.1633 | 61.2245 | 55.102 | 58.1633 | 61.2245 | 55.102 |
Ratio Avg Win / Avg Loss | 1.3115 | 1.349 | 1.1171 | 0.913 | 0.8101 | 1.022 |
Largest Winning Trade | 155613 | 155613 | 30424 | 242419 | 242419 | 200990 |
Largest Losing Trade | -46876 | -46876 | -28981 | -272819 | -272819 | -203889 |
Avg Bars in Trades | 49 | 66 | 32 | 49 | 66 | 32 |
Avg Bars in Winners | 59 | 72 | 44 | 59 | 72 | 44 |
Avg Bars in Losers | 35 | 55 | 17 | 35 | 55 | 17 |
Bars Traded | 4828 | 3244 | 1583 | 4828 | 3244 | 1583 |
Profit Streak | 0 | 69.9499 | 0 | 0 | 69.9499 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312610 | 310753 | -290708 | -13632 | -46297 | -82742 |
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{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.40895 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 4.12869 } } }
{ "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": [ [ 470653.2885198793, 384972.6687652317, 85680.6197546476, 913962.2495219242, 570445.9937568348, 343516.25576509 ], [ 470.653289, 384.972669, 85.68062, 913.96225, 570.445994, 343.516256 ], [ 0.274381, 0.224431, 0.04995, 0.135135, 0.110989, 0.086876 ], [ 164.889976, 164.889976, 164.889976, 164.889976, 164.889976, 164.889976 ], [ -84705, -79329, -46563, -660076, -518992, -266029 ], [ 1.823325, 2.12999, 1.370971, 1.269275, 1.279155, 1.254328 ], [ 98, 49, 49, 98, 49, 49 ], [ 57, 30, 27, 57, 30, 27 ], [ 41, 19, 22, 41, 19, 22 ], [ 58.163265, 61.22449, 55.102041, 58.163265, 61.22449, 55.102041 ], [ 1.311514, 1.348994, 1.117088, 0.912987, 0.810131, 1.022045 ], [ 155613, 155613, 30424, 242419, 242419, 200990 ], [ -46876, -46876, -28981, -272819, -272819, -203889 ], [ 49, 66, 32, 49, 66, 32 ], [ 59, 72, 44, 59, 72, 44 ], [ 35, 55, 17, 35, 55, 17 ], [ 4828, 3244, 1583, 4828, 3244, 1583 ], [ 0, 69.949936, 0, 0, 69.949936, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312610, 310753, -290708, -13632, -46297, -82742 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.40895 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 4.12869 } } }
# | 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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