Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442036.2282 | 369868.8795 | 72167.3487 | 313699.8988 | 345052.5923 | -31352.6935 |
Total P&L (%) | 442.0362 | 369.8689 | 72.1673 | 313.6999 | 345.0526 | -31.3527 |
Avg Daily Profit (%) | 0.2494 | 0.2087 | 0.0407 | 0.0802 | 0.0843 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131935 | -48942 | -112884 | -374848 | -173822 | -276830 |
Profit Factor | 1.6777 | 2.5072 | 1.1774 | 1.2212 | 1.6322 | 0.9641 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 42.7083 | 43.75 | 41.6667 | 42.7083 | 43.75 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2505 | 3.2236 | 1.6483 | 1.6382 | 2.0986 | 1.3497 |
Largest Winning Trade | 238476 | 238476 | 69994 | 335144 | 335144 | 107273 |
Largest Losing Trade | -35873 | -26781 | -35873 | -102690 | -68840 | -102690 |
Avg Bars in Trades | 53 | 36 | 69 | 53 | 36 | 69 |
Avg Bars in Winners | 92 | 45 | 141 | 92 | 45 | 141 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 5117 | 1762 | 3355 | 5117 | 1762 | 3355 |
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 | 311103 | 364774 | -165994 | -87804 | -79689 | -582263 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 150, "offset": 0, "multiplier": 3.15468 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 150, "offset": 0, "multiplier": 3.15468 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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