Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469743.746 | 367588.318 | 102155.428 | 363889.5062 | 387406.2551 | -23516.7489 |
Total P&L (%) | 469.7437 | 367.5883 | 102.1554 | 363.8895 | 387.4063 | -23.5167 |
Avg Daily Profit (%) | 0.2493 | 0.1951 | 0.0542 | 0.0815 | 0.0841 | -0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157019 | -70467 | -145760 | -338817 | -193839 | -304244 |
Profit Factor | 1.6768 | 2.3045 | 1.2478 | 1.2034 | 1.51 | 0.9772 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 44.1176 | 43.1373 | 45.098 | 44.1176 | 43.1373 | 45.098 |
Ratio Avg Win / Avg Loss | 2.124 | 3.0377 | 1.519 | 1.5243 | 1.9905 | 1.1896 |
Largest Winning Trade | 128864 | 128864 | 47644 | 205806 | 205806 | 168934 |
Largest Losing Trade | -72079 | -30259 | -72079 | -125843 | -121524 | -125843 |
Avg Bars in Trades | 52 | 38 | 66 | 52 | 38 | 66 |
Avg Bars in Winners | 88 | 56 | 118 | 88 | 56 | 118 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 5368 | 1975 | 3393 | 5368 | 1975 | 3393 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331300 | -170757 | -301608 | -85595 | -260928 | -761072 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.27925 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.27925 } }, "second_band": { "type": "hlc3", "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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