Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228444.2369 | 1292606.4046 | -64162.1677 | -7456.0646 | 139288.0846 | -146744.1492 |
Total P&L (%) | 1228.4442 | 1292.6064 | -64.1622 | -7.4561 | 139.2881 | -146.7441 |
Avg Daily Profit (%) | 0.6621 | 0.6967 | -0.0346 | -0.0042 | 0.047 | 0 |
Buy And Hold Return (%) | 149.2231 | 149.2231 | 149.2231 | 149.2231 | 149.2231 | 149.2231 |
Max Trade Drawdown | -184109 | -183027 | -41339 | -2135183 | -2036171 | -182272 |
Profit Factor | 3.4901 | 4.3793 | 0.421 | 0.998 | 1.0422 | 0.6476 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 |
Ratio Avg Win / Avg Loss | 5.7111 | 7.1661 | 0.6889 | 1.6331 | 1.7054 | 1.0598 |
Largest Winning Trade | 1021792 | 1021792 | 9323 | 1425448 | 1425448 | 65193 |
Largest Losing Trade | -72005 | -72005 | -31384 | -711007 | -711007 | -103003 |
Avg Bars in Trades | 89 | 175 | 4 | 89 | 175 | 4 |
Avg Bars in Winners | 101 | 197 | 4 | 101 | 197 | 4 |
Avg Bars in Losers | 82 | 162 | 3 | 82 | 162 | 3 |
Bars Traded | 5210 | 5089 | 121 | 5210 | 5089 | 121 |
Profit Streak | 0 | 91.3575 | 0 | 0 | 91.3575 | 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 | -165807 | 555588 | -585248 | -762471 | -473085 | -583582 |
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{ "first_band": { "type": "bbl", "factors": { "length": 232, "offset": 0, "std": 2.89291 } }, "second_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.40044 } } }
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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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