Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339134.7411 | 231838.8478 | 107295.8932 | 192350.6843 | 294758.4757 | -102407.7914 |
Total P&L (%) | 339.1347 | 231.8388 | 107.2959 | 192.3507 | 294.7585 | -102.4078 |
Avg Daily Profit (%) | 0.1828 | 0.1249 | 0.0578 | 0.0578 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80408 | -99357 | -94587 | -270306 | -190975 | -237118 |
Profit Factor | 1.4558 | 1.7688 | 1.2425 | 1.1065 | 1.4213 | 0.9075 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 45.9459 | 43.6364 | 48.2143 | 45.9459 | 43.6364 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.7127 | 2.2848 | 1.3345 | 1.3018 | 1.8359 | 0.9747 |
Largest Winning Trade | 54990 | 52087 | 54990 | 156440 | 156440 | 100298 |
Largest Losing Trade | -49764 | -22861 | -49764 | -113649 | -53988 | -113649 |
Avg Bars in Trades | 47 | 29 | 65 | 47 | 29 | 65 |
Avg Bars in Winners | 65 | 33 | 92 | 65 | 33 | 92 |
Avg Bars in Losers | 32 | 25 | 40 | 32 | 25 | 40 |
Bars Traded | 5296 | 1610 | 3686 | 5296 | 1610 | 3686 |
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 | 300208 | -205124 | -296729 | -220368 | -274426 | -761527 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.39816 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.39816 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "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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