Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279539.2457 | 145768.4361 | 133770.8096 | 79476.0593 | 61005.9328 | 18470.1265 |
Total P&L (%) | 279.5392 | 145.7684 | 133.7708 | 79.4761 | 61.0059 | 18.4701 |
Avg Daily Profit (%) | 0.1733 | 0.0904 | 0.083 | 0.0363 | 0.0295 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69965 | -79233 | -99806 | -102851 | -100716 | -116698 |
Profit Factor | 1.3127 | 1.363 | 1.2717 | 1.0764 | 1.1296 | 1.0324 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 57.1429 | 52.2936 | 62.037 | 57.1429 | 52.2936 | 62.037 |
Ratio Avg Win / Avg Loss | 0.9846 | 1.2434 | 0.7782 | 0.8073 | 1.0305 | 0.6318 |
Largest Winning Trade | 50838 | 50838 | 42463 | 60053 | 60053 | 32178 |
Largest Losing Trade | -65066 | -31589 | -65066 | -61901 | -45094 | -61901 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 43 | 27 | 56 | 43 | 27 | 56 |
Avg Bars in Losers | 41 | 34 | 49 | 41 | 34 | 49 |
Bars Traded | 9213 | 3367 | 5846 | 9213 | 3367 | 5846 |
Profit Streak | 8.2217 | 14.7217 | 0 | 8.2217 | 14.7217 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310430 | -70710 | -82668 | -279841 | -230848 | -371922 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.25075 } }, "second_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } } }
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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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