Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562043.961 | 541195.3433 | 20848.6177 | 17352.4156 | -22524.2351 | 39876.6506 |
Total P&L (%) | 562.044 | 541.1953 | 20.8486 | 17.3524 | -22.5242 | 39.8767 |
Avg Daily Profit (%) | 0.2912 | 0.2804 | 0.0108 | 0.0083 | -0.0132 | 0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136653 | -109500 | -144789 | -185154 | -199899 | -99226 |
Profit Factor | 1.4947 | 1.91 | 1.0385 | 1.0156 | 0.9634 | 1.0803 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 43.8914 | 39.6396 | 48.1818 | 43.8914 | 39.6396 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.9108 | 2.9084 | 1.1169 | 1.2983 | 1.467 | 1.1618 |
Largest Winning Trade | 409468 | 409468 | 37765 | 137495 | 137495 | 65790 |
Largest Losing Trade | -55517 | -30880 | -55517 | -56011 | -56011 | -50349 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 68 | 57 | 77 | 68 | 57 | 77 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 11359 | 4950 | 6409 | 11359 | 4950 | 6409 |
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 | 359389 | 290278 | -363859 | -394998 | -583399 | -305039 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.949 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 194, "offset": 0, "multiplier": 2.949 } } }
# | 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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