Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254558.6986 | 157351.828 | 97206.8706 | 66021.3813 | -4825.358 | 70846.7393 |
Total P&L (%) | 254.5587 | 157.3518 | 97.2069 | 66.0214 | -4.8254 | 70.8467 |
Avg Daily Profit (%) | 0.2485 | 0.1536 | 0.0949 | 0.0495 | -0.0048 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87120 | -91300 | -49883 | -335299 | -327534 | -190614 |
Profit Factor | 1.4868 | 1.5563 | 1.4049 | 1.0529 | 0.9933 | 1.1348 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.2564 | 61.5385 | 58.9744 | 60.2564 | 61.5385 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.9807 | 0.9727 | 0.9774 | 0.6945 | 0.6208 | 0.7894 |
Largest Winning Trade | 39334 | 39334 | 26204 | 68267 | 68267 | 52856 |
Largest Losing Trade | -72593 | -72593 | -41502 | -197374 | -197374 | -145326 |
Avg Bars in Trades | 48 | 63 | 33 | 48 | 63 | 33 |
Avg Bars in Winners | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Losers | 55 | 101 | 11 | 55 | 101 | 11 |
Bars Traded | 3765 | 2476 | 1289 | 3765 | 2476 | 1289 |
Profit Streak | 53.5095 | 54.0095 | 53.5095 | 53.5095 | 54.0095 | 53.5095 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28590 | 334326 | -65491 | -327243 | -578699 | -195260 |
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{ "first_band": { "type": "rma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 203, "offset": 38, "multiplier": 4.89947 } } }
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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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