Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492818.539 | 364006.1723 | 128812.3667 | 664105.4799 | 138212.4401 | 525893.0397 |
Total P&L (%) | 492.8185 | 364.0062 | 128.8124 | 664.1055 | 138.2124 | 525.893 |
Avg Daily Profit (%) | 0.2781 | 0.2054 | 0.0727 | 0.1148 | 0.049 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123990 | -138711 | -68196 | -2032883 | -2262187 | -417150 |
Profit Factor | 1.7242 | 1.7683 | 1.623 | 1.1074 | 1.0303 | 1.3247 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Losing Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Profitability (%) | 48.4375 | 59.375 | 37.5 | 48.4375 | 59.375 | 37.5 |
Ratio Avg Win / Avg Loss | 1.8354 | 1.2099 | 2.705 | 1.1788 | 0.7049 | 2.2078 |
Largest Winning Trade | 178989 | 178989 | 34334 | 685106 | 685106 | 255506 |
Largest Losing Trade | -48873 | -48873 | -18474 | -953260 | -953260 | -138087 |
Avg Bars in Trades | 39 | 66 | 13 | 39 | 66 | 13 |
Avg Bars in Winners | 45 | 61 | 19 | 45 | 61 | 19 |
Avg Bars in Losers | 34 | 73 | 9 | 34 | 73 | 9 |
Bars Traded | 5099 | 4258 | 841 | 5099 | 4258 | 841 |
Profit Streak | 0 | 94.6314 | 0 | 0 | 94.6314 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406382 | -127496 | -236851 | -141995 | -453783 | -197014 |
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{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.16017 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.60445 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.16017 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.60445 } } }
# | 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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