Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338613.2284 | 137290.9604 | 201322.268 | 973607.8846 | 200158.8906 | 773448.994 |
Total P&L (%) | 338.6132 | 137.291 | 201.3223 | 973.6079 | 200.1589 | 773.449 |
Avg Daily Profit (%) | 0.3002 | 0.1217 | 0.1785 | 0.2106 | 0.0975 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77038 | -62913 | -45217 | -223886 | -372324 | -206442 |
Profit Factor | 2.054 | 1.6751 | 2.7074 | 1.8448 | 1.2602 | 3.0191 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 53.6232 | 44.1176 | 62.8571 | 53.6232 | 44.1176 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.7764 | 2.1218 | 1.5999 | 1.5955 | 1.5962 | 1.784 |
Largest Winning Trade | 65729 | 65729 | 37490 | 292747 | 223072 | 292747 |
Largest Losing Trade | -26293 | -22223 | -26293 | -135862 | -135862 | -89164 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 70 | 56 | 79 | 70 | 56 | 79 |
Avg Bars in Losers | 52 | 67 | 29 | 52 | 67 | 29 |
Bars Traded | 4269 | 2140 | 2129 | 4269 | 2140 | 2129 |
Profit Streak | 57.7275 | 0 | 100.2275 | 57.7275 | 0 | 100.2275 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92587 | -29655 | 547843 | -93339 | -64174 | 588755 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 3.21114 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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