Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493834.8017 | 254909.667 | 238925.1347 | 1461233.8169 | 142539.864 | 1318693.9529 |
Total P&L (%) | 493.8348 | 254.9097 | 238.9251 | 1461.2338 | 142.5399 | 1318.694 |
Avg Daily Profit (%) | 0.2726 | 0.1407 | 0.1319 | 0.1518 | 0.0489 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68908 | -74582 | -89510 | -1065156 | -872648 | -420848 |
Profit Factor | 1.6695 | 1.5984 | 1.7668 | 1.3227 | 1.0502 | 1.781 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 51.9737 | 46.0526 | 57.8947 | 51.9737 | 46.0526 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5427 | 1.8724 | 1.285 | 1.2222 | 1.2302 | 1.2953 |
Largest Winning Trade | 95401 | 95401 | 67315 | 393534 | 378175 | 393534 |
Largest Losing Trade | -30079 | -22938 | -30079 | -332190 | -332190 | -276515 |
Avg Bars in Trades | 34 | 20 | 48 | 34 | 20 | 48 |
Avg Bars in Winners | 42 | 21 | 58 | 42 | 21 | 58 |
Avg Bars in Losers | 25 | 19 | 34 | 25 | 19 | 34 |
Bars Traded | 5206 | 1558 | 3649 | 5206 | 1558 | 3649 |
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 | 448428 | -52898 | -62882 | 320420 | -343621 | -42934 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 3.10036 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "offset": 0 } } }
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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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