Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87867.008 | 16469.067 | 71397.941 | 104428.3662 | 19361.8844 | 85066.4817 |
Total P&L (%) | 87.867 | 16.4691 | 71.3979 | 104.4284 | 19.3619 | 85.0665 |
Avg Daily Profit (%) | 0.3374 | 0.0632 | 0.2742 | 0.275 | 0.068 | 0.2366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31068 | -35491 | -23820 | -50638 | -39398 | -47153 |
Profit Factor | 1.3718 | 1.1146 | 1.7706 | 1.2681 | 1.0876 | 1.5046 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 193 | 90 | 103 | 193 | 90 | 103 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 68.1979 | 63.8298 | 72.5352 | 68.1979 | 63.8298 | 72.5352 |
Ratio Avg Win / Avg Loss | 0.6397 | 0.6316 | 0.6704 | 0.5913 | 0.6163 | 0.5697 |
Largest Winning Trade | 10966 | 10966 | 10399 | 18159 | 17257 | 18159 |
Largest Losing Trade | -27704 | -27704 | -17045 | -32997 | -30962 | -32997 |
Avg Bars in Trades | 85 | 94 | 76 | 85 | 94 | 76 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 160 | 170 | 147 | 160 | 170 | 147 |
Bars Traded | 24197 | 13277 | 10920 | 24197 | 13277 | 10920 |
Profit Streak | 12.4919 | 12.4919 | 12.6794 | 12.4919 | 12.4919 | 12.6794 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421116 | -212541 | 420837 | 379088 | -233958 | 376441 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 2.64618 } }, "second_band": { "type": "rma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 2.64618 } }, "second_band": { "type": "rma", "factors": { "length": 194, "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) |
---|