Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953215.5238 | 722655.0307 | 230560.4931 | 11160487.9731 | 2104897.1468 | 9055590.8263 |
Total P&L (%) | 953.2155 | 722.655 | 230.5605 | 11160.488 | 2104.8971 | 9055.5908 |
Avg Daily Profit (%) | 0.393 | 0.2979 | 0.0951 | 0.1949 | 0.1276 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102473 | -58085 | -58345 | -11960560 | -7573190 | -6358125 |
Profit Factor | 2.4987 | 3.0909 | 1.7939 | 1.2881 | 1.1056 | 1.4815 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 46 | 44 | 48 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 2.9333 | 3.9339 | 1.9434 | 1.5121 | 1.4071 | 1.6049 |
Largest Winning Trade | 346055 | 346055 | 70014 | 4303814 | 3899028 | 4303814 |
Largest Losing Trade | -35307 | -35307 | -17463 | -3052561 | -3052561 | -2465659 |
Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Winners | 49 | 33 | 63 | 49 | 33 | 63 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 4738 | 1826 | 2912 | 4738 | 1826 | 2912 |
Profit Streak | 17.9025 | 17.9025 | 27.4025 | 17.9025 | 17.9025 | 27.4025 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530892 | -43667 | -119384 | 338895 | -185054 | -46497 |
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 1.10452 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 1.10452 } } }
# | 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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