Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636987.311 | 577231.472 | 59755.8391 | 1106307.8537 | 1023465.7112 | 82842.1425 |
Total P&L (%) | 636.9873 | 577.2315 | 59.7558 | 1106.3079 | 1023.4657 | 82.8421 |
Avg Daily Profit (%) | 0.3497 | 0.3169 | 0.0328 | 0.1368 | 0.1329 | 0.0331 |
Buy And Hold Return (%) | 273.6743 | 273.6743 | 273.6743 | 273.6743 | 273.6743 | 273.6743 |
Max Trade Drawdown | -134441 | -132405 | -34474 | -724181 | -633424 | -489962 |
Profit Factor | 2.0086 | 2.3954 | 1.2742 | 1.3114 | 1.4329 | 1.0697 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 48.4615 | 52.3077 | 44.6154 | 48.4615 | 52.3077 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.1361 | 2.184 | 1.5818 | 1.3947 | 1.3064 | 1.3279 |
Largest Winning Trade | 335340 | 335340 | 28581 | 776435 | 776435 | 260682 |
Largest Losing Trade | -37761 | -37761 | -17737 | -543779 | -543779 | -134706 |
Avg Bars in Trades | 40 | 73 | 8 | 40 | 73 | 8 |
Avg Bars in Winners | 45 | 75 | 10 | 45 | 75 | 10 |
Avg Bars in Losers | 36 | 70 | 6 | 36 | 70 | 6 |
Bars Traded | 5300 | 4761 | 539 | 5300 | 4761 | 539 |
Profit Streak | 7.311 | 0 | 48.9777 | 7.311 | 0 | 48.9777 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318798 | -123942 | -447020 | -11608 | -148156 | -591460 |
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{ "first_band": { "type": "bbl", "factors": { "length": 38, "offset": 0, "std": 1.70087 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.01118 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 38, "offset": 0, "std": 1.70087 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.01118 } } }
# | 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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