Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368246.6268 | 274420.9933 | 93825.6335 | 407630.6939 | 234946.8733 | 172683.8206 |
Total P&L (%) | 368.2466 | 274.421 | 93.8256 | 407.6307 | 234.9469 | 172.6838 |
Avg Daily Profit (%) | 0.3535 | 0.2635 | 0.0901 | 0.1561 | 0.1161 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74418 | -68572 | -93949 | -310052 | -274831 | -271229 |
Profit Factor | 1.3557 | 1.5085 | 1.1893 | 1.1033 | 1.1093 | 1.0962 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Losing Trades | 253 | 129 | 124 | 253 | 129 | 124 |
Profitability (%) | 39.6181 | 38.5714 | 40.6699 | 39.6181 | 38.5714 | 40.6699 |
Ratio Avg Win / Avg Loss | 2.0662 | 2.4024 | 1.735 | 1.6816 | 1.7667 | 1.5991 |
Largest Winning Trade | 178933 | 178933 | 30690 | 212944 | 212944 | 101942 |
Largest Losing Trade | -33911 | -15814 | -33911 | -81623 | -70449 | -81623 |
Avg Bars in Trades | 58 | 56 | 61 | 58 | 56 | 61 |
Avg Bars in Winners | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24675 | 11858 | 12817 | 24675 | 11858 | 12817 |
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 | 310360 | 242338 | -86996 | -100361 | -141047 | -181078 |
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{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.57329 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.76615 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.57329 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.76615 } } }
# | 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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