Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124150.0319 | 75775.775 | 48374.257 | 85562.4529 | 42659.92 | 42902.5329 |
Total P&L (%) | 124.15 | 75.7758 | 48.3743 | 85.5625 | 42.6599 | 42.9025 |
Avg Daily Profit (%) | 0.4767 | 0.291 | 0.1858 | 0.2377 | 0.1365 | 0.1372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48547 | -55228 | -38638 | -96172 | -87707 | -65252 |
Profit Factor | 1.2116 | 1.258 | 1.1651 | 1.0909 | 1.0902 | 1.0917 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 47.7204 | 46.6667 | 48.7805 | 47.7204 | 46.6667 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3273 | 1.4377 | 1.2233 | 1.1952 | 1.246 | 1.1462 |
Largest Winning Trade | 66087 | 66087 | 18469 | 95648 | 95648 | 25429 |
Largest Losing Trade | -13895 | -12314 | -13895 | -22780 | -16883 | -22780 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 97 | 97 | 96 | 97 | 97 | 96 |
Avg Bars in Losers | 54 | 47 | 62 | 54 | 47 | 62 |
Bars Traded | 24661 | 11730 | 12931 | 24661 | 11730 | 12931 |
Profit Streak | 3.5995 | 3.5995 | 4.662 | 3.5995 | 3.5995 | 4.662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318056 | 189101 | -34114 | -113250 | -137020 | -132736 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 4.38394 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 177, "offset": 0, "multiplier": 4.38394 } } }
# | 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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