Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432978.4985 | 276086.0052 | 156892.4933 | 389644.6598 | 479716.4554 | -90071.7956 |
Total P&L (%) | 432.9785 | 276.086 | 156.8925 | 389.6447 | 479.7165 | -90.0718 |
Avg Daily Profit (%) | 0.2256 | 0.1438 | 0.0817 | 0.0828 | 0.0916 | -0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124196 | -60820 | -137024 | -412095 | -209871 | -572186 |
Profit Factor | 1.412 | 1.6412 | 1.2529 | 1.168 | 1.5594 | 0.9384 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 61.5385 | 59.0909 | 63.964 | 61.5385 | 59.0909 | 63.964 |
Ratio Avg Win / Avg Loss | 0.8825 | 1.1362 | 0.7059 | 0.73 | 1.0796 | 0.5287 |
Largest Winning Trade | 51819 | 51819 | 50759 | 198102 | 198102 | 92241 |
Largest Losing Trade | -50984 | -24473 | -50984 | -412095 | -62418 | -412095 |
Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Winners | 23 | 15 | 31 | 23 | 15 | 31 |
Avg Bars in Losers | 27 | 20 | 35 | 27 | 20 | 35 |
Bars Traded | 5591 | 1900 | 3691 | 5591 | 1900 | 3691 |
Profit Streak | 0 | 39.2986 | 0 | 0 | 39.2986 | 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 | 355383 | 98114 | -84134 | -116859 | -67256 | -579226 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.15637 } }, "second_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } } }
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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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