Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641903.9175 | 529751.4027 | 112152.5149 | 506971.8806 | 300894.4476 | 206077.433 |
Total P&L (%) | 641.9039 | 529.7514 | 112.1525 | 506.9719 | 300.8944 | 206.0774 |
Avg Daily Profit (%) | 0.2664 | 0.2199 | 0.0466 | 0.0749 | 0.0577 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133857 | -78896 | -191269 | -682035 | -512801 | -375045 |
Profit Factor | 1.849 | 2.4039 | 1.2961 | 1.1774 | 1.2011 | 1.1514 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 45.6 | 45.1613 | 46.0317 | 45.6 | 45.1613 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.2058 | 2.9191 | 1.5196 | 1.4046 | 1.4585 | 1.3499 |
Largest Winning Trade | 248117 | 248117 | 67440 | 280447 | 280447 | 271755 |
Largest Losing Trade | -76054 | -45124 | -76054 | -203758 | -203758 | -201865 |
Avg Bars in Trades | 74 | 55 | 93 | 74 | 55 | 93 |
Avg Bars in Winners | 114 | 84 | 144 | 114 | 84 | 144 |
Avg Bars in Losers | 41 | 32 | 50 | 41 | 32 | 50 |
Bars Traded | 9370 | 3470 | 5900 | 9370 | 3470 | 5900 |
Profit Streak | 38.2579 | 38.2579 | 42.7579 | 38.2579 | 38.2579 | 42.7579 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437986 | -142729 | -276803 | -117860 | -271976 | -332145 |
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{ "first_band": { "type": "midprice", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 134, "offset": 0, "multiplier": 3.27822 } } }
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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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