Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331992.0771 | 129614.0306 | 202378.0465 | 166097.3125 | -144249.9986 | 310347.3111 |
Total P&L (%) | 331.9921 | 129.614 | 202.378 | 166.0973 | -144.25 | 310.3473 |
Avg Daily Profit (%) | 0.2007 | 0.0783 | 0.1223 | 0.0592 | 0 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185359 | -106696 | -88336 | -503913 | -345036 | -217755 |
Profit Factor | 1.3578 | 1.3177 | 1.3892 | 1.0772 | 0.8622 | 1.2806 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 57.2973 | 55.914 | 58.6957 | 57.2973 | 55.914 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.0119 | 1.039 | 0.9776 | 0.8028 | 0.6798 | 0.9011 |
Largest Winning Trade | 65669 | 65669 | 58217 | 199167 | 99271 | 199167 |
Largest Losing Trade | -44195 | -25461 | -44195 | -127829 | -127829 | -102292 |
Avg Bars in Trades | 34 | 20 | 48 | 34 | 20 | 48 |
Avg Bars in Winners | 33 | 13 | 52 | 33 | 13 | 52 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 6397 | 1914 | 4482 | 6397 | 1914 | 4482 |
Profit Streak | 13.152 | 37.652 | 0 | 13.152 | 37.652 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381062 | -86877 | -29931 | -248711 | -579494 | -79863 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.82686 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.82686 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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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