Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523538.1016 | 444082.0553 | 79456.0463 | -534569.2013 | 565119.4269 | -1099688.6282 |
Total P&L (%) | 523.5381 | 444.0821 | 79.456 | -534.5692 | 565.1194 | -1099.6886 |
Avg Daily Profit (%) | 0.2087 | 0.1771 | 0.0317 | 0 | 0.0756 | 0 |
Buy And Hold Return (%) | 17.7945 | 17.7945 | 17.7945 | 17.7945 | 17.7945 | 17.7945 |
Max Trade Drawdown | -132720 | -50321 | -178940 | -1312799 | -315297 | -1335790 |
Profit Factor | 1.9917 | 3.6972 | 1.2187 | 0.7827 | 1.7912 | 0.3702 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 18 | 16 | 33 | 18 | 15 |
Losing Trades | 32 | 15 | 17 | 33 | 15 | 18 |
Profitability (%) | 51.5152 | 54.5455 | 48.4848 | 50 | 54.5455 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8745 | 3.081 | 1.2949 | 0.7827 | 1.4927 | 0.4442 |
Largest Winning Trade | 95293 | 95293 | 66311 | 382305 | 382305 | 123740 |
Largest Losing Trade | -109197 | -31129 | -109197 | -628797 | -138899 | -628797 |
Avg Bars in Trades | 111 | 81 | 141 | 111 | 81 | 141 |
Avg Bars in Winners | 162 | 110 | 219 | 90 | 63 | 124 |
Avg Bars in Losers | 57 | 45 | 68 | 132 | 102 | 156 |
Bars Traded | 7358 | 2680 | 4678 | 7358 | 2680 | 4678 |
Profit Streak | 50.9404 | 250.2737 | 0 | 0 | 0 | 100.2737 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115842 | 582543 | -153400 | -709277 | -88766 | -582010 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 4.93198 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "offset": 0, "poles": 2 } } }
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# | 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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