Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686217.9172 | 473246.3828 | 212971.5344 | 2371547.5176 | 979641.2963 | 1391906.2213 |
Total P&L (%) | 686.2179 | 473.2464 | 212.9715 | 2371.5475 | 979.6413 | 1391.9062 |
Avg Daily Profit (%) | 0.3869 | 0.2668 | 0.1201 | 0.181 | 0.1342 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122825 | -63653 | -119105 | -3763527 | -2094272 | -2033433 |
Profit Factor | 1.8289 | 2.2424 | 1.4765 | 1.3813 | 1.3137 | 1.4494 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 64.3836 | 60.274 | 68.4932 | 64.3836 | 60.274 | 68.4932 |
Ratio Avg Win / Avg Loss | 1.0118 | 1.4779 | 0.6792 | 0.7641 | 0.8659 | 0.6667 |
Largest Winning Trade | 126045 | 126045 | 47295 | 723475 | 636826 | 723475 |
Largest Losing Trade | -57375 | -36485 | -57375 | -1405939 | -1223939 | -1405939 |
Avg Bars in Trades | 35 | 22 | 47 | 35 | 22 | 47 |
Avg Bars in Winners | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Losers | 34 | 24 | 46 | 34 | 24 | 46 |
Bars Traded | 5131 | 1652 | 3479 | 5131 | 1652 | 3479 |
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 | 512818 | -58721 | -102494 | 325438 | -84984 | -62321 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 4.34815 } }, "second_band": { "type": "linreg", "factors": { "length": 145, "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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