Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192959.681 | 81131.9354 | 111827.7456 | 333476.9108 | 182163.1452 | 151313.7656 |
Total P&L (%) | 192.9597 | 81.1319 | 111.8277 | 333.4769 | 182.1631 | 151.3138 |
Avg Daily Profit (%) | 0.741 | 0.3115 | 0.4294 | 0.5648 | 0.3991 | 0.3545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36299 | -29079 | -25720 | -100797 | -63746 | -77729 |
Profit Factor | 1.4291 | 1.3821 | 1.4711 | 1.2993 | 1.3453 | 1.2579 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 43.5986 | 41.6667 | 45.5172 | 43.5986 | 41.6667 | 45.5172 |
Ratio Avg Win / Avg Loss | 1.8487 | 1.935 | 1.7609 | 1.6808 | 1.8834 | 1.5056 |
Largest Winning Trade | 45964 | 45964 | 36587 | 75436 | 75436 | 49486 |
Largest Losing Trade | -6829 | -6237 | -6829 | -25748 | -19021 | -25748 |
Avg Bars in Trades | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Winners | 132 | 124 | 139 | 132 | 124 | 139 |
Avg Bars in Losers | 48 | 52 | 43 | 48 | 52 | 43 |
Bars Traded | 24591 | 11910 | 12681 | 24591 | 11910 | 12681 |
Profit Streak | 1.3388 | 0 | 1.6409 | 1.3388 | 0 | 1.6409 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331447 | 196641 | 220345 | 248677 | 215488 | 150382 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 4.52616 } }, "second_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 4.52616 } }, "second_band": { "type": "ema", "factors": { "length": 6, "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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