Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396501.9278 | 378983.6363 | 17518.2915 | -242.5687 | 981520.6435 | -981763.2122 |
Total P&L (%) | 396.5019 | 378.9836 | 17.5183 | -0.2426 | 981.5206 | -981.7632 |
Avg Daily Profit (%) | 0.1582 | 0.1512 | 0.007 | -0.0001 | 0.095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143776 | -103807 | -127104 | -1220525 | -587824 | -1397387 |
Profit Factor | 1.5158 | 2.0298 | 1.0437 | 0.9999 | 1.6103 | 0.6055 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 52.439 | 53.6585 | 51.2195 | 52.439 | 53.6585 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.3748 | 1.753 | 0.994 | 0.9069 | 1.3907 | 0.5767 |
Largest Winning Trade | 125253 | 125253 | 65182 | 537291 | 537291 | 416076 |
Largest Losing Trade | -80618 | -34151 | -80618 | -1050713 | -207884 | -1050713 |
Avg Bars in Trades | 56 | 37 | 76 | 56 | 37 | 76 |
Avg Bars in Winners | 67 | 32 | 103 | 67 | 32 | 103 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 4672 | 1544 | 3127 | 4672 | 1544 | 3127 |
Profit Streak | 48.931 | 70.431 | 0 | 48.931 | 70.431 | 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 | 27630 | 436675 | -365944 | -588676 | -62669 | -580584 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 219, "offset": 40, "multiplier": 4.94363 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } } }
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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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