Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554926.8639 | 481685.8516 | 73241.0124 | 1489141.5955 | 2204780.2248 | -715638.6293 |
Total P&L (%) | 554.9269 | 481.6859 | 73.241 | 1489.1416 | 2204.7802 | -715.6386 |
Avg Daily Profit (%) | 0.2319 | 0.2013 | 0.0306 | 0.1156 | 0.1312 | 0 |
Buy And Hold Return (%) | 86.2582 | 86.2582 | 86.2582 | 86.2582 | 86.2582 | 86.2582 |
Max Trade Drawdown | -101030 | -66584 | -109535 | -2090603 | -938895 | -2286739 |
Profit Factor | 1.7052 | 2.3619 | 1.1691 | 1.1568 | 1.5191 | 0.8638 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Profitability (%) | 45.3125 | 50 | 40.625 | 45.3125 | 50 | 40.625 |
Ratio Avg Win / Avg Loss | 2.058 | 2.3619 | 1.7086 | 1.3961 | 1.5191 | 1.2624 |
Largest Winning Trade | 130478 | 130478 | 56424 | 1272347 | 1272347 | 857598 |
Largest Losing Trade | -27170 | -22344 | -27170 | -571265 | -525979 | -571265 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 56 | 44 | 71 | 56 | 44 | 71 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 4713 | 2195 | 2518 | 4713 | 2195 | 2518 |
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 | 348493 | -127993 | -494320 | -87779 | -154101 | -722215 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.52165 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.52165 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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