Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436579.1308 | 398692.9071 | 37886.2237 | 21994.5859 | 450797.5151 | -428802.9291 |
Total P&L (%) | 436.5791 | 398.6929 | 37.8862 | 21.9946 | 450.7975 | -428.8029 |
Avg Daily Profit (%) | 0.2355 | 0.2151 | 0.0204 | 0.0107 | 0.0921 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176797 | -98926 | -171887 | -641139 | -332438 | -752806 |
Profit Factor | 1.2057 | 1.3777 | 1.0355 | 1.0035 | 1.144 | 0.861 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 224 | 119 | 105 | 224 | 119 | 105 |
Losing Trades | 261 | 124 | 137 | 261 | 124 | 137 |
Profitability (%) | 46.1856 | 48.9712 | 43.3884 | 46.1856 | 48.9712 | 43.3884 |
Ratio Avg Win / Avg Loss | 1.4049 | 1.4356 | 1.3511 | 1.1693 | 1.1921 | 1.1235 |
Largest Winning Trade | 98978 | 98978 | 47590 | 264181 | 264181 | 97391 |
Largest Losing Trade | -44251 | -37742 | -44251 | -194526 | -117980 | -194526 |
Avg Bars in Trades | 45 | 53 | 36 | 45 | 53 | 36 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 36 | 49 | 23 | 36 | 49 | 23 |
Bars Traded | 21892 | 13065 | 8827 | 21892 | 13065 | 8827 |
Profit Streak | 0 | 0 | 36.644 | 0 | 0 | 36.644 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305397 | 310468 | -349846 | -399650 | -131801 | -579535 |
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{ "first_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 2.12566 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 4.63758 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 2.12566 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 4.63758 } } }
# | 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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