Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462497.8435 | 391099.2907 | 71398.5528 | 1559511.3031 | 2235722.0808 | -676210.7777 |
Total P&L (%) | 462.4978 | 391.0993 | 71.3986 | 1559.5113 | 2235.7221 | -676.2108 |
Avg Daily Profit (%) | 0.5285 | 0.4469 | 0.0816 | 0.3215 | 0.3607 | 0 |
Buy And Hold Return (%) | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 | 232.8396 |
Max Trade Drawdown | -100478 | -73016 | -56004 | -2223442 | -1545530 | -1239629 |
Profit Factor | 2.5734 | 3.1332 | 1.6455 | 1.3738 | 1.9325 | 0.6189 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 57.8947 | 53.1915 | 62.5 | 57.8947 | 53.1915 | 62.5 |
Ratio Avg Win / Avg Loss | 1.8715 | 2.7572 | 0.9873 | 0.9991 | 1.7006 | 0.3714 |
Largest Winning Trade | 145931 | 145931 | 15362 | 1349669 | 1349669 | 131292 |
Largest Losing Trade | -31720 | -31720 | -14403 | -577835 | -577835 | -475878 |
Avg Bars in Trades | 52 | 92 | 13 | 52 | 92 | 13 |
Avg Bars in Winners | 59 | 115 | 12 | 59 | 115 | 12 |
Avg Bars in Losers | 44 | 67 | 16 | 44 | 67 | 16 |
Bars Traded | 5033 | 4365 | 668 | 5033 | 4365 | 668 |
Profit Streak | 20.9617 | 28.1284 | 20.9617 | 20.9617 | 28.1284 | 20.9617 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384728 | 295146 | -246930 | 362686 | 525082 | -578238 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.76364 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 195, "offset": 0, "multiplier": 2.76364 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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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