Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656811.1903 | 505903.6412 | 150907.549 | 2131360.397 | 2735202.5668 | -603842.1698 |
Total P&L (%) | 656.8112 | 505.9036 | 150.9075 | 2131.3604 | 2735.2026 | -603.8422 |
Avg Daily Profit (%) | 0.3468 | 0.2672 | 0.0797 | 0.1641 | 0.1768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133764 | -86291 | -74629 | -10605775 | -5639257 | -5632277 |
Profit Factor | 1.6532 | 2.078 | 1.2814 | 1.0811 | 1.2307 | 0.9582 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 46.0733 | 40 | 52.0833 | 46.0733 | 40 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.935 | 3.117 | 1.1789 | 1.2654 | 1.8461 | 0.8815 |
Largest Winning Trade | 140527 | 140527 | 60397 | 3503000 | 3503000 | 3267138 |
Largest Losing Trade | -23853 | -19803 | -23853 | -2302328 | -2302328 | -1398046 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 83 | 62 | 99 | 83 | 62 | 99 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 11179 | 4664 | 6515 | 11179 | 4664 | 6515 |
Profit Streak | 20.2004 | 0 | 23.0337 | 20.2004 | 0 | 23.0337 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448256 | 301426 | -86062 | -123578 | 159173 | -580259 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 161, "offset": 0, "multiplier": 3.49434 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 161, "offset": 0, "multiplier": 3.49434 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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