Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229300.3677 | 19993.5855 | 209306.7822 | 55740.1496 | -74136.5128 | 129876.6623 |
Total P&L (%) | 229.3004 | 19.9936 | 209.3068 | 55.7402 | -74.1365 | 129.8767 |
Avg Daily Profit (%) | 0.1778 | 0.0155 | 0.1623 | 0.0344 | -0.1048 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115170 | -96175 | -66727 | -130873 | -79484 | -84153 |
Profit Factor | 1.4755 | 1.0645 | 2.2155 | 1.1387 | 0.7116 | 1.8975 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 59.1549 | 45.7143 | 72.2222 | 59.1549 | 45.7143 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.0188 | 1.2641 | 0.8521 | 0.7863 | 0.8451 | 0.7298 |
Largest Winning Trade | 104676 | 104676 | 52471 | 52471 | 42631 | 52471 |
Largest Losing Trade | -51409 | -45532 | -51409 | -76277 | -69423 | -76277 |
Avg Bars in Trades | 52 | 70 | 35 | 52 | 70 | 35 |
Avg Bars in Winners | 43 | 66 | 29 | 43 | 66 | 29 |
Avg Bars in Losers | 65 | 73 | 50 | 65 | 73 | 50 |
Bars Traded | 3738 | 2470 | 1268 | 3738 | 2470 | 1268 |
Profit Streak | 4.6003 | 0 | 74.6003 | 4.6003 | 0 | 74.6003 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80884 | -330296 | 452933 | -307000 | -582454 | -102032 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 4.79948 } }, "second_band": { "type": "bbu", "factors": { "length": 91, "offset": 0, "std": 1.06283 } } }
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# | 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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