Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719094.3289 | 662363.7035 | 56730.6254 | 1033552.7863 | 13869017.1913 | -12835464.405 |
Total P&L (%) | 719.0943 | 662.3637 | 56.7306 | 1033.5528 | 13869.0172 | -12835.4644 |
Avg Daily Profit (%) | 0.3882 | 0.3576 | 0.0306 | 0.1311 | 0.267 | 0 |
Buy And Hold Return (%) | 79.1881 | 79.1881 | 79.1881 | 79.1881 | 79.1881 | 79.1881 |
Max Trade Drawdown | -274827 | -174654 | -125654 | -18042872 | -8813577 | -18096235 |
Profit Factor | 1.5197 | 1.8737 | 1.0907 | 1.0111 | 1.2807 | 0.7071 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Losing Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Profitability (%) | 47.8448 | 50.8621 | 44.8276 | 47.8448 | 50.8621 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.6566 | 1.8102 | 1.3424 | 1.1022 | 1.2373 | 0.8703 |
Largest Winning Trade | 100672 | 100672 | 48407 | 6439769 | 6439769 | 6035640 |
Largest Losing Trade | -53785 | -53785 | -43671 | -7688748 | -5438545 | -7688748 |
Avg Bars in Trades | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Winners | 18 | 22 | 13 | 18 | 22 | 13 |
Avg Bars in Losers | 13 | 21 | 5 | 13 | 21 | 5 |
Bars Traded | 3657 | 2569 | 1088 | 3657 | 2569 | 1088 |
Profit Streak | 52.0676 | 52.0676 | 66.5676 | 52.0676 | 52.0676 | 66.5676 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517632 | 506583 | -439132 | -223662 | 349454 | -581374 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.67296 } } }
# | 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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