Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247167.0132 | 125397.1373 | 121769.8758 | 469451.8033 | 359285.2275 | 110166.5758 |
Total P&L (%) | 247.167 | 125.3971 | 121.7699 | 469.4518 | 359.2852 | 110.1666 |
Avg Daily Profit (%) | 0.2679 | 0.1359 | 0.132 | 0.1887 | 0.1654 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56784 | -66578 | -56538 | -290332 | -134564 | -253226 |
Profit Factor | 1.6895 | 1.8003 | 1.6035 | 1.4346 | 1.8059 | 1.1737 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 60 | 63.6364 | 56.3636 | 60 | 63.6364 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.1263 | 1.0288 | 1.2414 | 0.9564 | 1.032 | 0.9086 |
Largest Winning Trade | 44836 | 42475 | 44836 | 157449 | 157449 | 107972 |
Largest Losing Trade | -24262 | -15909 | -24262 | -188815 | -70659 | -188815 |
Avg Bars in Trades | 23 | 16 | 29 | 23 | 16 | 29 |
Avg Bars in Winners | 23 | 13 | 34 | 23 | 13 | 34 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 2541 | 921 | 1620 | 2541 | 921 | 1620 |
Profit Streak | 36.0897 | 36.0897 | 39.0897 | 36.0897 | 36.0897 | 39.0897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473339 | -186759 | -193320 | 346372 | -167827 | -295004 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 3.4732 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 3.4732 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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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