Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573881.3783 | 340720.0391 | 233161.3392 | 3285468.562 | 2215345.8241 | 1070122.7379 |
Total P&L (%) | 573.8814 | 340.72 | 233.1613 | 3285.4686 | 2215.3458 | 1070.1227 |
Avg Daily Profit (%) | 0.4209 | 0.2499 | 0.171 | 0.2587 | 0.2307 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82968 | -89364 | -76245 | -1341280 | -577401 | -1037262 |
Profit Factor | 1.7146 | 1.8305 | 1.5936 | 1.5772 | 1.8329 | 1.353 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 53.9216 | 52.9412 | 54.902 | 53.9216 | 52.9412 | 54.902 |
Ratio Avg Win / Avg Loss | 1.4652 | 1.6271 | 1.309 | 1.3478 | 1.6293 | 1.1114 |
Largest Winning Trade | 100832 | 100832 | 47747 | 836908 | 836908 | 783646 |
Largest Losing Trade | -26218 | -22047 | -26218 | -579522 | -449209 | -579522 |
Avg Bars in Trades | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Winners | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 4018 | 1519 | 2500 | 4018 | 1519 | 2500 |
Profit Streak | 0 | 13.4426 | 0 | 0 | 13.4426 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501069 | 450020 | 355767 | 438171 | 459287 | 320762 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 2.64999 } }, "second_band": { "type": "linreg", "factors": { "length": 43, "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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