Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623692.9356 | 478049.8275 | 145643.1081 | 602463.3037 | 628174.3391 | -25711.0353 |
Total P&L (%) | 623.6929 | 478.0498 | 145.6431 | 602.4633 | 628.1743 | -25.711 |
Avg Daily Profit (%) | 0.329 | 0.2521 | 0.0768 | 0.1029 | 0.1048 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106471 | -44363 | -165135 | -503103 | -260378 | -425575 |
Profit Factor | 1.6415 | 2.6593 | 1.2129 | 1.2098 | 1.6921 | 0.9869 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Losing Trades | 71 | 27 | 44 | 71 | 27 | 44 |
Profitability (%) | 60.5556 | 70 | 51.1111 | 60.5556 | 70 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.0692 | 1.1397 | 1.1602 | 0.788 | 0.7252 | 0.944 |
Largest Winning Trade | 61864 | 55774 | 61864 | 320924 | 111621 | 320924 |
Largest Losing Trade | -84898 | -37734 | -84898 | -244696 | -188766 | -244696 |
Avg Bars in Trades | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Winners | 34 | 20 | 54 | 34 | 20 | 54 |
Avg Bars in Losers | 24 | 18 | 27 | 24 | 18 | 27 |
Bars Traded | 5474 | 1761 | 3712 | 5474 | 1761 | 3712 |
Profit Streak | 0 | 0 | 55.5815 | 0 | 0 | 55.5815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484134 | 535055 | -90441 | -55051 | -49436 | -580385 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.2256 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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