Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642728.7801 | 511458.5863 | 131270.1938 | 220785.2095 | 141765.664 | 79019.5455 |
Total P&L (%) | 642.7288 | 511.4586 | 131.2702 | 220.7852 | 141.7657 | 79.0195 |
Avg Daily Profit (%) | 0.4365 | 0.3474 | 0.0892 | 0.0792 | 0.06 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132060 | -124089 | -79755 | -976856 | -662041 | -506080 |
Profit Factor | 1.5084 | 1.742 | 1.2283 | 1.04 | 1.047 | 1.0316 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 41.5205 | 38.5965 | 44.4444 | 41.5205 | 38.5965 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.1245 | 2.7713 | 1.5354 | 1.4648 | 1.6657 | 1.2895 |
Largest Winning Trade | 410160 | 410160 | 38593 | 380973 | 380973 | 250378 |
Largest Losing Trade | -25450 | -24025 | -25450 | -163235 | -163235 | -127757 |
Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Winners | 75 | 62 | 86 | 75 | 62 | 86 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 17482 | 8092 | 9390 | 17482 | 8092 | 9390 |
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 | 396658 | 306179 | -74999 | -265249 | -284652 | -327686 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 3.08673 } }, "second_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 2.61815 } } }
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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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