Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533690.9067 | 415205.4115 | 118485.4952 | 1258846.1188 | 996973.711 | 261872.4078 |
Total P&L (%) | 533.6909 | 415.2054 | 118.4855 | 1258.8461 | 996.9737 | 261.8724 |
Avg Daily Profit (%) | 0.2133 | 0.166 | 0.0474 | 0.1044 | 0.0958 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82470 | -75996 | -118129 | -829973 | -534715 | -619220 |
Profit Factor | 1.8534 | 2.4934 | 1.3411 | 1.3055 | 1.4747 | 1.1296 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 50 | 51.0204 | 48.9796 | 50 | 51.0204 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.8534 | 2.3937 | 1.397 | 1.3055 | 1.4157 | 1.1767 |
Largest Winning Trade | 117898 | 117898 | 60092 | 733956 | 733956 | 461586 |
Largest Losing Trade | -55891 | -21972 | -55891 | -383088 | -301368 | -383088 |
Avg Bars in Trades | 48 | 32 | 64 | 48 | 32 | 64 |
Avg Bars in Winners | 70 | 38 | 102 | 70 | 38 | 102 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 4749 | 1609 | 3139 | 4749 | 1609 | 3139 |
Profit Streak | 47.1264 | 133.1264 | 0 | 47.1264 | 133.1264 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449625 | 477761 | -129616 | -52303 | -62324 | -202457 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 3.02635 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 3.02635 } }, "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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