Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442895.6652 | 375482.7284 | 67412.9368 | 544526.096 | 1058929.3361 | -514403.2401 |
Total P&L (%) | 442.8957 | 375.4827 | 67.4129 | 544.5261 | 1058.9293 | -514.4032 |
Avg Daily Profit (%) | 0.177 | 0.1501 | 0.0269 | 0.0745 | 0.098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213918 | -90354 | -159384 | -6452945 | -2743650 | -5518393 |
Profit Factor | 1.5855 | 2.1258 | 1.1594 | 1.0331 | 1.1345 | 0.9399 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 46.8254 | 49.2063 | 44.4444 | 46.8254 | 49.2063 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8005 | 2.1943 | 1.4493 | 1.1732 | 1.1711 | 1.1749 |
Largest Winning Trade | 122299 | 122299 | 62726 | 1628610 | 1436086 | 1628610 |
Largest Losing Trade | -45406 | -25749 | -45406 | -1648428 | -1070350 | -1648428 |
Avg Bars in Trades | 57 | 39 | 75 | 57 | 39 | 75 |
Avg Bars in Winners | 88 | 50 | 130 | 88 | 50 | 130 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 7253 | 2497 | 4756 | 7253 | 2497 | 4756 |
Profit Streak | 36.3633 | 38.03 | 0 | 36.3633 | 38.03 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360267 | -135206 | -351358 | -277493 | -280807 | -728229 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 3.47078 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 3.47078 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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