Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2108261.9857 | 2073352.9474 | 34909.0383 | 42401.8771 | 4310052.9036 | -4267651.0265 |
Total P&L (%) | 2108.262 | 2073.3529 | 34.909 | 42.4019 | 4310.0529 | -4267.651 |
Avg Daily Profit (%) | 0.929 | 0.9136 | 0.0154 | 0.0156 | 0.167 | 0 |
Buy And Hold Return (%) | 362.9325 | 362.9325 | 362.9325 | 362.9325 | 362.9325 | 362.9325 |
Max Trade Drawdown | -226776 | -94180 | -145456 | -8029299 | -1396767 | -6682829 |
Profit Factor | 4.0991 | 6.8547 | 1.107 | 1.0048 | 3.2605 | 0.3914 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 53.4653 | 54.902 | 52 | 53.4653 | 54.902 | 52 |
Ratio Avg Win / Avg Loss | 3.5678 | 5.6306 | 1.0219 | 0.8745 | 2.6783 | 0.3613 |
Largest Winning Trade | 1602533 | 1602533 | 58561 | 5089492 | 5089492 | 2266169 |
Largest Losing Trade | -97043 | -40275 | -97043 | -4677830 | -1276897 | -4677830 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 4350 | 2319 | 2030 | 4350 | 2319 | 2030 |
Profit Streak | 0 | 0 | 62.971 | 0 | 0 | 62.971 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 732106 | -158485 | -620096 | -554061 | -165431 | -760014 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.69981 } }, "second_band": { "type": "linreg", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.69981 } }, "second_band": { "type": "linreg", "factors": { "length": 103, "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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