Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196079.1608 | 22658.1169 | 173421.0439 | -268.3751 | -20689.294 | 20420.9188 |
Total P&L (%) | 196.0792 | 22.6581 | 173.421 | -0.2684 | -20.6893 | 20.4209 |
Avg Daily Profit (%) | 0.1876 | 0.0217 | 0.1659 | -0.0003 | -0.0222 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88222 | -74905 | -72091 | -129343 | -79551 | -61974 |
Profit Factor | 1.2789 | 1.0766 | 1.4261 | 0.9996 | 0.9188 | 1.0529 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 54.9669 | 54.6667 | 55.2632 | 54.9669 | 54.6667 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.0478 | 0.8928 | 1.1545 | 0.8189 | 0.7619 | 0.8523 |
Largest Winning Trade | 53910 | 37976 | 53910 | 41825 | 41398 | 41825 |
Largest Losing Trade | -70792 | -36511 | -70792 | -70792 | -26824 | -70792 |
Avg Bars in Trades | 39 | 26 | 52 | 39 | 26 | 52 |
Avg Bars in Winners | 34 | 18 | 50 | 34 | 18 | 50 |
Avg Bars in Losers | 45 | 35 | 54 | 45 | 35 | 54 |
Bars Traded | 5966 | 1965 | 4001 | 5966 | 1965 | 4001 |
Profit Streak | 11.5434 | 11.8768 | 11.5434 | 11.5434 | 11.8768 | 11.5434 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359815 | -362172 | -39682 | -578253 | -635950 | -387617 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 3.32024 } }, "second_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 176, "offset": 0, "multiplier": 3.32024 } }, "second_band": { "type": "dema", "factors": { "length": 239, "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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