Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682213.5787 | 372117.786 | 310095.7928 | 8754247.6505 | 1810274.9756 | 6943972.6749 |
Total P&L (%) | 682.2136 | 372.1178 | 310.0958 | 8754.2477 | 1810.275 | 6943.9727 |
Avg Daily Profit (%) | 0.3754 | 0.2047 | 0.1706 | 0.247 | 0.1624 | 0.2344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79350 | -53572 | -44309 | -7728441 | -5791030 | -3775678 |
Profit Factor | 2.7368 | 2.6615 | 2.8367 | 1.3895 | 1.1431 | 1.707 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 47.3684 | 39.4737 | 55.2632 | 47.3684 | 39.4737 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.0409 | 4.0809 | 2.2963 | 1.5439 | 1.7527 | 1.3819 |
Largest Winning Trade | 108246 | 108246 | 65889 | 4508840 | 3604387 | 4508840 |
Largest Losing Trade | -25096 | -25096 | -22968 | -1331034 | -1330281 | -1331034 |
Avg Bars in Trades | 45 | 25 | 66 | 45 | 25 | 66 |
Avg Bars in Winners | 72 | 36 | 98 | 72 | 36 | 98 |
Avg Bars in Losers | 21 | 17 | 27 | 21 | 17 | 27 |
Bars Traded | 3472 | 952 | 2520 | 3472 | 952 | 2520 |
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 | -40042 | 321681 | 485282 | -44619 | -58139 | 401419 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.60885 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 2.60885 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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