Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326522.3875 | 265545.6099 | 60976.7776 | -79496.9875 | -150804.9578 | 71307.9703 |
Total P&L (%) | 326.5224 | 265.5456 | 60.9768 | -79.497 | -150.805 | 71.308 |
Avg Daily Profit (%) | 0.1726 | 0.1403 | 0.0322 | -0.0837 | 0 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193922 | -175154 | -49397 | -531396 | -504132 | -134569 |
Profit Factor | 1.4473 | 1.5188 | 1.2795 | 0.9338 | 0.8344 | 1.2449 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 48.7805 | 44.2623 | 53.2258 | 48.7805 | 44.2623 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.5196 | 1.9125 | 1.1244 | 0.9805 | 1.0507 | 1.094 |
Largest Winning Trade | 414470 | 414470 | 28396 | 415827 | 415827 | 114521 |
Largest Losing Trade | -76341 | -76341 | -30886 | -277901 | -277901 | -83374 |
Avg Bars in Trades | 59 | 107 | 12 | 59 | 107 | 12 |
Avg Bars in Winners | 60 | 115 | 14 | 60 | 115 | 14 |
Avg Bars in Losers | 59 | 101 | 10 | 59 | 101 | 10 |
Bars Traded | 7364 | 6579 | 785 | 7364 | 6579 | 785 |
Profit Streak | 0 | 28.4867 | 0 | 0 | 28.4867 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336005 | -166535 | -303968 | -580925 | -742482 | -308609 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.28197 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.4837 } } }
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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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