Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270594.4282 | 385575.3429 | -114980.9147 | -90262.3314 | 12672.7828 | -102935.1142 |
Total P&L (%) | 270.5944 | 385.5753 | -114.9809 | -90.2623 | 12.6728 | -102.9351 |
Avg Daily Profit (%) | 0.1299 | 0.1851 | -0.0552 | -0.1118 | 0.0057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178315 | -110038 | -266748 | -192569 | -132390 | -166109 |
Profit Factor | 1.1053 | 1.3475 | 0.9213 | 0.9471 | 1.0164 | 0.8897 |
Total Trades | 665 | 332 | 333 | 665 | 332 | 333 |
Winning Trades | 347 | 176 | 171 | 347 | 176 | 171 |
Losing Trades | 318 | 156 | 162 | 318 | 156 | 162 |
Profitability (%) | 52.1805 | 53.012 | 51.3514 | 52.1805 | 53.012 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.0129 | 1.1944 | 0.8728 | 0.868 | 0.9009 | 0.8428 |
Largest Winning Trade | 55508 | 55508 | 50444 | 50850 | 30688 | 50850 |
Largest Losing Trade | -76599 | -54186 | -76599 | -61505 | -61505 | -53367 |
Avg Bars in Trades | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Winners | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Losers | 41 | 35 | 46 | 41 | 35 | 46 |
Bars Traded | 24726 | 10432 | 14294 | 24726 | 10432 | 14294 |
Profit Streak | 4.8961 | 0 | 7.3961 | 4.8961 | 0 | 7.3961 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119903 | 339810 | -578737 | -576401 | -470412 | -578737 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 4.47957 } }, "second_band": { "type": "linreg", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 4.47957 } }, "second_band": { "type": "linreg", "factors": { "length": 163, "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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