Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82615.4636 | 23984.7213 | 58630.7423 | 64454.826 | 3230.8391 | 61223.9869 |
Total P&L (%) | 82.6155 | 23.9847 | 58.6307 | 64.4548 | 3.2308 | 61.224 |
Avg Daily Profit (%) | 0.1586 | 0.0461 | 0.1126 | 0.0956 | 0.0061 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46173 | -50918 | -57660 | -48290 | -47676 | -50302 |
Profit Factor | 1.3008 | 1.1578 | 1.4779 | 1.2394 | 1.0204 | 1.5518 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 64.2857 | 61.039 | 67.5325 | 64.2857 | 61.039 | 67.5325 |
Ratio Avg Win / Avg Loss | 0.7227 | 0.739 | 0.7105 | 0.6886 | 0.6513 | 0.7461 |
Largest Winning Trade | 13068 | 13068 | 9778 | 14974 | 14974 | 10156 |
Largest Losing Trade | -28232 | -28232 | -23604 | -25589 | -25589 | -23448 |
Avg Bars in Trades | 156 | 168 | 143 | 156 | 168 | 143 |
Avg Bars in Winners | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Losers | 269 | 298 | 234 | 269 | 298 | 234 |
Bars Traded | 24082 | 13006 | 11076 | 24082 | 13006 | 11076 |
Profit Streak | 13.4271 | 22.8229 | 13.4271 | 13.4271 | 22.8229 | 13.4271 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318895 | -224475 | -83336 | -64547 | -590451 | -110479 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 2.54457 } }, "second_band": { "type": "t3", "factors": { "length": 196, "offset": 239, "a": 0.34849 } } }
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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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