Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607577.9139 | 321398.0264 | 286179.8875 | 3455674.5697 | -474917.4313 | 3930592.001 |
Total P&L (%) | 607.5779 | 321.398 | 286.1799 | 3455.6746 | -474.9174 | 3930.592 |
Avg Daily Profit (%) | 0.3332 | 0.1762 | 0.1569 | 0.196 | 0 | 0.2029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61037 | -72602 | -34769 | -3484128 | -4677655 | -1656898 |
Profit Factor | 2.2205 | 2.0293 | 2.5424 | 1.2343 | 0.9503 | 1.7566 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 45.4545 | 38.6364 | 52.2727 | 45.4545 | 38.6364 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.6646 | 3.223 | 2.3213 | 1.4812 | 1.5093 | 1.6038 |
Largest Winning Trade | 120999 | 120999 | 67315 | 2098267 | 2098267 | 1726532 |
Largest Losing Trade | -30913 | -30913 | -30026 | -1591061 | -1591061 | -763241 |
Avg Bars in Trades | 59 | 35 | 83 | 59 | 35 | 83 |
Avg Bars in Winners | 93 | 53 | 123 | 93 | 53 | 123 |
Avg Bars in Losers | 31 | 24 | 40 | 31 | 24 | 40 |
Bars Traded | 5265 | 1575 | 3690 | 5265 | 1575 | 3690 |
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 | 427284 | 248903 | 448302 | 221525 | -582360 | 422856 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 3.0469 } }, "second_band": { "type": "ema", "factors": { "length": 2, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 3.0469 } }, "second_band": { "type": "ema", "factors": { "length": 2, "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) |
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