Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215181.7035 | 102553.6424 | 112628.0611 | 245669.7275 | 44207.4136 | 201462.3139 |
Total P&L (%) | 215.1817 | 102.5536 | 112.6281 | 245.6697 | 44.2074 | 201.4623 |
Avg Daily Profit (%) | 0.2066 | 0.0985 | 0.1081 | 0.1191 | 0.0352 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55881 | -56354 | -42648 | -138779 | -145907 | -165411 |
Profit Factor | 1.3423 | 1.3381 | 1.3462 | 1.1638 | 1.0616 | 1.2575 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 47.0817 | 47.6563 | 46.5116 | 47.0817 | 47.6563 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.5087 | 1.4697 | 1.5481 | 1.3081 | 1.166 | 1.4461 |
Largest Winning Trade | 78479 | 78479 | 22677 | 77365 | 58010 | 77365 |
Largest Losing Trade | -23950 | -16109 | -23950 | -55798 | -55798 | -53380 |
Avg Bars in Trades | 96 | 79 | 112 | 96 | 79 | 112 |
Avg Bars in Winners | 133 | 100 | 167 | 133 | 100 | 167 |
Avg Bars in Losers | 62 | 59 | 65 | 62 | 59 | 65 |
Bars Traded | 24700 | 10138 | 14562 | 24700 | 10138 | 14562 |
Profit Streak | 0 | 2.5424 | 0 | 0 | 2.5424 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336251 | -63924 | -48733 | -74081 | -303235 | -53231 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 4.43615 } } }
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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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