Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398263.0847 | 315094.6317 | 83168.453 | 99278.9437 | 476183.9384 | -376904.9947 |
Total P&L (%) | 398.2631 | 315.0946 | 83.1685 | 99.2789 | 476.1839 | -376.905 |
Avg Daily Profit (%) | 0.2114 | 0.1672 | 0.0441 | 0.0366 | 0.093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158868 | -90515 | -98421 | -578802 | -175649 | -526741 |
Profit Factor | 1.5393 | 2.0699 | 1.1873 | 1.058 | 1.8828 | 0.6781 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 59.7015 | 56.7164 | 62.6866 | 59.7015 | 56.7164 | 62.6866 |
Ratio Avg Win / Avg Loss | 1.039 | 1.5796 | 0.7068 | 0.7142 | 1.4369 | 0.4036 |
Largest Winning Trade | 139810 | 139810 | 49575 | 358600 | 358600 | 142463 |
Largest Losing Trade | -63209 | -50715 | -63209 | -318815 | -150255 | -318815 |
Avg Bars in Trades | 39 | 27 | 51 | 39 | 27 | 51 |
Avg Bars in Winners | 34 | 23 | 44 | 34 | 23 | 44 |
Avg Bars in Losers | 47 | 33 | 64 | 47 | 33 | 64 |
Bars Traded | 5331 | 1850 | 3481 | 5331 | 1850 | 3481 |
Profit Streak | 41.9998 | 41.9998 | 44.9998 | 41.9998 | 41.9998 | 44.9998 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427115 | -103705 | -264550 | -299748 | -181349 | -695258 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 3.37394 } }, "second_band": { "type": "linreg", "factors": { "length": 212, "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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