Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602283.4088 | 490986.29 | 111297.1188 | 1412936.7196 | 4962223.4601 | -3549286.7405 |
Total P&L (%) | 602.2834 | 490.9863 | 111.2971 | 1412.9367 | 4962.2235 | -3549.2867 |
Avg Daily Profit (%) | 0.2408 | 0.1963 | 0.0445 | 0.1087 | 0.157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121942 | -54953 | -119002 | -4641036 | -1413939 | -4660404 |
Profit Factor | 1.4878 | 2.0886 | 1.142 | 1.0507 | 1.5053 | 0.8034 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 146 | 80 | 66 | 146 | 80 | 66 |
Losing Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Profitability (%) | 57.0313 | 62.5 | 51.5625 | 57.0313 | 62.5 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.121 | 1.2531 | 1.0728 | 0.7916 | 0.9032 | 0.7547 |
Largest Winning Trade | 56613 | 48332 | 56613 | 1576988 | 844530 | 1576988 |
Largest Losing Trade | -46020 | -46020 | -36035 | -1339734 | -922444 | -1339734 |
Avg Bars in Trades | 28 | 18 | 38 | 28 | 18 | 38 |
Avg Bars in Winners | 30 | 17 | 47 | 30 | 17 | 47 |
Avg Bars in Losers | 25 | 20 | 28 | 25 | 20 | 28 |
Bars Traded | 7302 | 2363 | 4939 | 7302 | 2363 | 4939 |
Profit Streak | 39.7568 | 45.4234 | 0 | 39.7568 | 45.4234 | 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 | 456980 | 456806 | -197778 | -210872 | 344939 | -580789 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.21836 } }, "second_band": { "type": "sma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.21836 } }, "second_band": { "type": "sma", "factors": { "length": 22, "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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