Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521639.9344 | 494737.7499 | 26902.1845 | 250799.865 | 487702.8072 | -236902.9422 |
Total P&L (%) | 521.6399 | 494.7378 | 26.9022 | 250.7999 | 487.7028 | -236.9029 |
Avg Daily Profit (%) | 0.2504 | 0.2375 | 0.0129 | 0.0603 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154338 | -143157 | -57852 | -1316316 | -980762 | -467816 |
Profit Factor | 1.662 | 1.9246 | 1.1064 | 1.0517 | 1.1472 | 0.8455 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 53.9216 | 50.9804 | 56.8627 | 53.9216 | 50.9804 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.4203 | 1.8506 | 0.8393 | 0.8988 | 1.1031 | 0.6414 |
Largest Winning Trade | 278180 | 278180 | 19195 | 947282 | 947282 | 243307 |
Largest Losing Trade | -47982 | -47982 | -14447 | -409417 | -409417 | -155533 |
Avg Bars in Trades | 118 | 212 | 23 | 118 | 212 | 23 |
Avg Bars in Winners | 120 | 232 | 20 | 120 | 232 | 20 |
Avg Bars in Losers | 114 | 192 | 26 | 114 | 192 | 26 |
Bars Traded | 24088 | 21717 | 2371 | 24088 | 21717 | 2371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434937 | 411867 | -283253 | -276157 | -138180 | -579892 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 4.78762 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 2.70405 } } }
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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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