Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548089.9299 | 536820.7407 | 11269.1893 | 13639.3539 | 795123.4756 | -781484.1217 |
Total P&L (%) | 548.0899 | 536.8207 | 11.2692 | 13.6394 | 795.1235 | -781.4841 |
Avg Daily Profit (%) | 0.2874 | 0.2815 | 0.0059 | 0.0067 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188000 | -161525 | -108630 | -1086157 | -488351 | -940613 |
Profit Factor | 1.5424 | 2.1511 | 1.0207 | 1.004 | 1.5739 | 0.6086 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 39.881 | 35.7143 | 44.0476 | 39.881 | 35.7143 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.3252 | 3.8719 | 1.2966 | 1.5135 | 2.833 | 0.7731 |
Largest Winning Trade | 449291 | 449291 | 44384 | 779445 | 779445 | 108665 |
Largest Losing Trade | -41087 | -23539 | -41087 | -475350 | -172048 | -475350 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 71 | 67 | 73 | 71 | 67 | 73 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 7500 | 3662 | 3838 | 7500 | 3662 | 3838 |
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 | 302633 | 249893 | -511605 | -454453 | -42052 | -583422 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 3.06163 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 3.06163 } }, "second_band": { "type": "hl2", "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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