Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383331.6275 | 359987.3938 | 23344.2336 | 57511.3851 | 100046.274 | -42534.8889 |
Total P&L (%) | 383.3316 | 359.9874 | 23.3442 | 57.5114 | 100.0463 | -42.5349 |
Avg Daily Profit (%) | 0.1841 | 0.1729 | 0.0112 | 0.0218 | 0.0333 | -0.0266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194764 | -215884 | -44538 | -685096 | -749039 | -220100 |
Profit Factor | 1.3833 | 1.45 | 1.1166 | 1.0227 | 1.0507 | 0.9243 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Profitability (%) | 50.1577 | 50.6329 | 49.6855 | 50.1577 | 50.6329 | 49.6855 |
Ratio Avg Win / Avg Loss | 1.3746 | 1.4137 | 1.1308 | 1.0162 | 1.0244 | 0.936 |
Largest Winning Trade | 242432 | 242432 | 9542 | 282257 | 282257 | 34221 |
Largest Losing Trade | -37442 | -37442 | -10091 | -195982 | -195982 | -53153 |
Avg Bars in Trades | 78 | 150 | 6 | 78 | 150 | 6 |
Avg Bars in Winners | 83 | 159 | 7 | 83 | 159 | 7 |
Avg Bars in Losers | 72 | 140 | 6 | 72 | 140 | 6 |
Bars Traded | 24771 | 23733 | 1039 | 24771 | 23733 | 1039 |
Profit Streak | 5.2707 | 0 | 7.604 | 5.2707 | 0 | 7.604 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376814 | 314774 | -273621 | -357736 | -312833 | -579666 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 2.05428 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 2.05428 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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