Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552637.206 | 451076.8731 | 101560.3329 | 29243.5465 | -366097.6621 | 395341.2086 |
Total P&L (%) | 552.6372 | 451.0769 | 101.5603 | 29.2435 | -366.0977 | 395.3412 |
Avg Daily Profit (%) | 0.3736 | 0.3049 | 0.0687 | 0.0173 | 0 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202066 | -204140 | -69527 | -639924 | -735686 | -133048 |
Profit Factor | 1.6424 | 1.7968 | 1.3452 | 1.0146 | 0.7428 | 1.6797 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 57 | 20 | 37 | 57 | 20 | 37 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 38.5135 | 27.027 | 50 | 38.5135 | 27.027 | 50 |
Ratio Avg Win / Avg Loss | 2.622 | 4.8514 | 1.3452 | 1.6198 | 2.0055 | 1.6797 |
Largest Winning Trade | 312863 | 312863 | 37112 | 306598 | 306598 | 191199 |
Largest Losing Trade | -37324 | -37324 | -24478 | -170314 | -170314 | -68860 |
Avg Bars in Trades | 38 | 43 | 32 | 38 | 43 | 32 |
Avg Bars in Winners | 49 | 54 | 46 | 49 | 54 | 46 |
Avg Bars in Losers | 31 | 39 | 19 | 31 | 39 | 19 |
Bars Traded | 5635 | 3203 | 2432 | 5635 | 3203 | 2432 |
Profit Streak | 0 | 0 | 12.7622 | 0 | 0 | 12.7622 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308019 | -73412 | -164749 | -380307 | -663339 | -109167 |
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{ "first_band": { "type": "linreg", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.02581 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.02581 } } }
# | 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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