Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913725.9864 | 902659.5236 | 11066.4628 | 87298.3736 | 751892.3629 | -664593.9894 |
Total P&L (%) | 913.726 | 902.6595 | 11.0665 | 87.2984 | 751.8924 | -664.594 |
Avg Daily Profit (%) | 0.4771 | 0.4713 | 0.0058 | 0.0328 | 0.1119 | 0 |
Buy And Hold Return (%) | 18.2739 | 18.2739 | 18.2739 | 18.2739 | 18.2739 | 18.2739 |
Max Trade Drawdown | -183200 | -158549 | -81528 | -2369538 | -1334533 | -1416205 |
Profit Factor | 2.7773 | 4.1531 | 1.0486 | 1.0204 | 1.3879 | 0.7171 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 37.9747 | 46.1538 | 30 | 37.9747 | 46.1538 | 30 |
Ratio Avg Win / Avg Loss | 4.5363 | 4.8453 | 2.4467 | 1.6666 | 1.6192 | 1.6733 |
Largest Winning Trade | 921543 | 921543 | 49339 | 1123515 | 1123515 | 568911 |
Largest Losing Trade | -55972 | -43862 | -55972 | -1416205 | -488630 | -1416205 |
Avg Bars in Trades | 140 | 131 | 149 | 140 | 131 | 149 |
Avg Bars in Winners | 215 | 145 | 319 | 215 | 145 | 319 |
Avg Bars in Losers | 95 | 119 | 76 | 95 | 119 | 76 |
Bars Traded | 11120 | 5130 | 5990 | 11120 | 5130 | 5990 |
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 | -20247 | 577985 | -524613 | -383619 | -42916 | -585749 |
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 192, "a": 0.7207 } }, "second_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 3.25026 } } }
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# | 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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