Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324187.8564 | 194940.2095 | 129247.6469 | 504992.8549 | 324419.1786 | 180573.6763 |
Total P&L (%) | 324.1879 | 194.9402 | 129.2476 | 504.9929 | 324.4192 | 180.5737 |
Avg Daily Profit (%) | 0.237 | 0.1425 | 0.0945 | 0.1317 | 0.1058 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77355 | -48956 | -70178 | -251615 | -181587 | -150661 |
Profit Factor | 1.676 | 1.802 | 1.5465 | 1.4208 | 1.543 | 1.2997 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 45.0549 | 44.4444 | 45.6522 | 45.0549 | 44.4444 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.0439 | 2.2525 | 1.8411 | 1.7327 | 1.9288 | 1.5473 |
Largest Winning Trade | 56581 | 56581 | 45643 | 206031 | 206031 | 157995 |
Largest Losing Trade | -26893 | -24382 | -26893 | -123161 | -92845 | -123161 |
Avg Bars in Trades | 42 | 31 | 51 | 42 | 31 | 51 |
Avg Bars in Winners | 67 | 43 | 89 | 67 | 43 | 89 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 3829 | 1439 | 2390 | 3829 | 1439 | 2390 |
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 | 339563 | -1436 | -65719 | -16535 | -51220 | -92615 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 2.76117 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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