Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359977.7689 | 1281692.5834 | 78285.1855 | 40729761.894 | 57753893.376 | -17024131.482 |
Total P&L (%) | 1359.9778 | 1281.6926 | 78.2852 | 40729.7619 | 57753.8934 | -17024.1315 |
Avg Daily Profit (%) | 0.7273 | 0.6854 | 0.0419 | 0.322 | 0.3407 | 0 |
Buy And Hold Return (%) | 6131.3292 | 6131.3292 | 6131.3292 | 6131.3292 | 6131.3292 | 6131.3292 |
Max Trade Drawdown | -109738 | -116898 | -116679 | -39847620 | -24915385 | -28989574 |
Profit Factor | 2.2553 | 3.4564 | 1.1394 | 1.1799 | 1.5116 | 0.85 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 43.6482 | 40.9091 | 46.4052 | 43.6482 | 40.9091 | 46.4052 |
Ratio Avg Win / Avg Loss | 2.9117 | 4.9926 | 1.3159 | 1.5233 | 2.1835 | 0.9817 |
Largest Winning Trade | 457913 | 457913 | 52419 | 20568521 | 20568521 | 9933441 |
Largest Losing Trade | -24044 | -24044 | -20945 | -14246852 | -14246852 | -10803142 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5561 | 2937 | 2624 | 5561 | 2937 | 2624 |
Profit Streak | 20.9317 | 28.2651 | 20.9317 | 20.9317 | 28.2651 | 20.9317 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148059 | -148521 | -370281 | -11781 | 366751 | -581099 |
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{ "first_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.10247 } } }
# | 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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