Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710124.8168 | 715887.8962 | -5763.0794 | 1161249.0407 | 3739170.425 | -2577921.3842 |
Total P&L (%) | 710.1248 | 715.8879 | -5.7631 | 1161.249 | 3739.1704 | -2577.9214 |
Avg Daily Profit (%) | 0.3884 | 0.3915 | -0.0032 | 0.1387 | 0.1997 | 0 |
Buy And Hold Return (%) | 687.3278 | 687.3278 | 687.3278 | 687.3278 | 687.3278 | 687.3278 |
Max Trade Drawdown | -149435 | -102801 | -94061 | -4630389 | -3539358 | -3026076 |
Profit Factor | 1.5473 | 2.1941 | 0.9917 | 1.0475 | 1.3281 | 0.8028 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Losing Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Profitability (%) | 52.2727 | 51.7045 | 52.8409 | 52.2727 | 51.7045 | 52.8409 |
Ratio Avg Win / Avg Loss | 1.4128 | 2.0494 | 0.8851 | 0.9564 | 1.2405 | 0.7165 |
Largest Winning Trade | 198705 | 198705 | 57436 | 1429873 | 1429873 | 1004133 |
Largest Losing Trade | -31251 | -28050 | -31251 | -852788 | -741753 | -852788 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 7247 | 3672 | 3575 | 7247 | 3672 | 3575 |
Profit Streak | 7.421 | 24.921 | 0 | 7.421 | 24.921 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141123 | -136671 | -579765 | -183293 | 344891 | -579765 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.49202 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.49202 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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