Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410876.0942 | 369091.6459 | 41784.4483 | 191694.4194 | 574218.0244 | -382523.605 |
Total P&L (%) | 410.8761 | 369.0916 | 41.7844 | 191.6944 | 574.218 | -382.5236 |
Avg Daily Profit (%) | 0.1644 | 0.1477 | 0.0167 | 0.0428 | 0.0764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151898 | -108278 | -122760 | -743640 | -469190 | -594088 |
Profit Factor | 1.2038 | 1.3615 | 1.042 | 1.026 | 1.1567 | 0.8969 |
Total Trades | 601 | 301 | 300 | 601 | 301 | 300 |
Winning Trades | 287 | 147 | 140 | 287 | 147 | 140 |
Losing Trades | 314 | 154 | 160 | 314 | 154 | 160 |
Profitability (%) | 47.7537 | 48.8372 | 46.6667 | 47.7537 | 48.8372 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.3171 | 1.4263 | 1.1909 | 1.1225 | 1.2118 | 1.025 |
Largest Winning Trade | 87222 | 87222 | 33460 | 310029 | 310029 | 108512 |
Largest Losing Trade | -29010 | -29010 | -28385 | -224973 | -224973 | -129755 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 9935 | 5565 | 4369 | 9935 | 5565 | 4369 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336849 | 193157 | -346902 | -325085 | -137877 | -579116 |
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 3.22175 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.17323 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 3.22175 } }, "second_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.17323 } } }
# | 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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