Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813585.9603 | 1756073.9643 | 57511.996 | 3081292.3479 | -2228054.0025 | 5309346.3504 |
Total P&L (%) | 1813.586 | 1756.074 | 57.512 | 3081.2923 | -2228.054 | 5309.3464 |
Avg Daily Profit (%) | 0.9711 | 0.9403 | 0.0308 | 0.1854 | 0 | 0.2139 |
Buy And Hold Return (%) | 424.4862 | 424.4862 | 424.4862 | 424.4862 | 424.4862 | 424.4862 |
Max Trade Drawdown | -170270 | -157859 | -80072 | -35665677 | -40651232 | -13303933 |
Profit Factor | 3.943 | 5.7468 | 1.2335 | 1.0345 | 0.964 | 1.1939 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 40.2439 | 41.4634 | 39.0244 | 40.2439 | 41.4634 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.8547 | 8.1131 | 1.9274 | 1.5361 | 1.361 | 1.8655 |
Largest Winning Trade | 1233525 | 1233525 | 66758 | 26619222 | 26619222 | 10662831 |
Largest Losing Trade | -39883 | -39883 | -30192 | -13615775 | -13615775 | -10215347 |
Avg Bars in Trades | 41 | 50 | 33 | 41 | 50 | 33 |
Avg Bars in Winners | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Losers | 28 | 39 | 19 | 28 | 39 | 19 |
Bars Traded | 3442 | 2072 | 1371 | 3442 | 2072 | 1371 |
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 | 208176 | 584848 | -320966 | -186128 | -582395 | -2160 |
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{ "first_band": { "type": "linreg", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 1.77982 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 1.77982 } } }
# | 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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