Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236794.8829 | 208172.1158 | 28622.7671 | -1026.8557 | 268120.5407 | -269147.3964 |
Total P&L (%) | 236.7949 | 208.1721 | 28.6228 | -1.0269 | 268.1205 | -269.1474 |
Avg Daily Profit (%) | 0.1656 | 0.1456 | 0.02 | -0.0007 | 0.0912 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142224 | -85586 | -130644 | -739719 | -232420 | -587336 |
Profit Factor | 1.3056 | 1.4465 | 1.0927 | 0.9995 | 1.2424 | 0.7148 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 56.1111 | 52.2222 | 60 | 56.1111 | 52.2222 | 60 |
Ratio Avg Win / Avg Loss | 1.0212 | 1.3234 | 0.7285 | 0.7818 | 1.1367 | 0.4766 |
Largest Winning Trade | 114541 | 114541 | 25944 | 361578 | 361578 | 55011 |
Largest Losing Trade | -51103 | -51103 | -29627 | -186813 | -186813 | -175249 |
Avg Bars in Trades | 45 | 76 | 14 | 45 | 76 | 14 |
Avg Bars in Winners | 29 | 46 | 14 | 29 | 46 | 14 |
Avg Bars in Losers | 65 | 109 | 13 | 65 | 109 | 13 |
Bars Traded | 8174 | 6892 | 1282 | 8174 | 6892 | 1282 |
Profit Streak | 18.4151 | 0 | 22.4151 | 18.4151 | 0 | 22.4151 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350728 | 80094 | -287231 | -578480 | -71545 | -578475 |
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{ "first_band": { "type": "bbl", "factors": { "length": 163, "offset": 0, "std": 3.88649 } }, "second_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 4.836 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 236794.8828901462, 208172.1158320415, 28622.7670581047, -1026.8557315687, 268120.5406818694, -269147.396413438 ], [ 236.794883, 208.172116, 28.622767, -1.026856, 268.120541, -269.147396 ], [ 0.165571, 0.145558, 0.020014, -0.000722, 0.091166, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -142224, -85586, -130644, -739719, -232420, -587336 ], [ 1.305614, 1.446544, 1.09274, 0.999499, 1.242413, 0.714839 ], [ 180, 90, 90, 180, 90, 90 ], [ 101, 47, 54, 101, 47, 54 ], [ 79, 43, 36, 79, 43, 36 ], [ 56.111111, 52.222222, 60, 56.111111, 52.222222, 60 ], [ 1.021223, 1.323434, 0.728494, 0.781786, 1.136675, 0.476559 ], [ 114541, 114541, 25944, 361578, 361578, 55011 ], [ -51103, -51103, -29627, -186813, -186813, -175249 ], [ 45, 76, 14, 45, 76, 14 ], [ 29, 46, 14, 29, 46, 14 ], [ 65, 109, 13, 65, 109, 13 ], [ 8174, 6892, 1282, 8174, 6892, 1282 ], [ 18.415114, 0, 22.415114, 18.415114, 0, 22.415114 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350728, 80094, -287231, -578480, -71545, -578475 ] ] }
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{ "first_band": { "type": "bbl", "factors": { "length": 163, "offset": 0, "std": 3.88649 } }, "second_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 4.836 } } }
# | 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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