Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330488.3639 | 306013.0348 | 24475.3291 | -710793.2457 | -1864581.9996 | 1153788.7538 |
Total P&L (%) | 330.4884 | 306.013 | 24.4753 | -710.7932 | -1864.582 | 1153.7888 |
Avg Daily Profit (%) | 0.1734 | 0.1606 | 0.0128 | 0 | 0 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243696 | -100346 | -242790 | -4296433 | -2462466 | -2836005 |
Profit Factor | 1.2825 | 1.6576 | 1.0347 | 0.9488 | 0.7083 | 1.1541 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 99 | 51 | 48 | 62 | 31 | 31 |
Losing Trades | 60 | 29 | 31 | 97 | 49 | 48 |
Profitability (%) | 62.2642 | 63.75 | 60.7595 | 38.9937 | 38.75 | 39.2405 |
Ratio Avg Win / Avg Loss | 0.7773 | 0.9426 | 0.6683 | 1.4844 | 1.1195 | 1.7871 |
Largest Winning Trade | 82455 | 82455 | 54266 | 2948810 | 478102 | 2948810 |
Largest Losing Trade | -214431 | -44587 | -214431 | -949215 | -667322 | -949215 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 26 | 20 | 32 | 42 | 52 | 33 |
Avg Bars in Losers | 48 | 56 | 41 | 29 | 21 | 37 |
Bars Traded | 5534 | 2692 | 2842 | 5534 | 2692 | 2842 |
Profit Streak | 73.6637 | 76.3303 | 73.6637 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345598 | -8380 | -387894 | -582558 | -602944 | -96382 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.52671 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 1.20391 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.52671 } }, "second_band": { "type": "bbm", "factors": { "length": 167, "offset": 0, "std": 1.20391 } } }
# | 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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