Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478678.7161 | 1302383.6433 | 176295.0728 | 2805433.0961 | 1689393.3137 | 1116039.7824 |
Total P&L (%) | 1478.6787 | 1302.3836 | 176.2951 | 2805.4331 | 1689.3933 | 1116.0398 |
Avg Daily Profit (%) | 0.6226 | 0.5484 | 0.0742 | 0.142 | 0.1215 | 0.1053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147503 | -116121 | -65585 | -11409172 | -11813004 | -4096207 |
Profit Factor | 2.8509 | 4.0033 | 1.4827 | 1.0582 | 1.0692 | 1.0468 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 34.3195 | 30.5882 | 38.0952 | 34.3195 | 30.5882 | 38.0952 |
Ratio Avg Win / Avg Loss | 5.4561 | 9.0844 | 2.4094 | 2.0251 | 2.4263 | 1.7011 |
Largest Winning Trade | 963207 | 963207 | 67370 | 8993731 | 8993731 | 3799152 |
Largest Losing Trade | -29212 | -23608 | -29212 | -3099099 | -1652187 | -3099099 |
Avg Bars in Trades | 82 | 66 | 98 | 82 | 66 | 98 |
Avg Bars in Winners | 190 | 154 | 219 | 190 | 154 | 219 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 13900 | 5619 | 8281 | 13900 | 5619 | 8281 |
Profit Streak | 0 | 0 | 6.7809 | 0 | 0 | 6.7809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427672 | 367340 | -95787 | -163740 | -181481 | -224226 |
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.20797 } }, "second_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 1.50854 } } }
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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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