Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350302.4897 | 248989.0862 | 101313.4035 | -576061.5059 | 802848.7411 | -1378910.247 |
Total P&L (%) | 350.3025 | 248.9891 | 101.3134 | -576.0615 | 802.8487 | -1378.9102 |
Avg Daily Profit (%) | 0.1842 | 0.131 | 0.0533 | 0 | 0.1158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198561 | -105086 | -147695 | -4550057 | -2040315 | -3283035 |
Profit Factor | 1.5022 | 1.7468 | 1.2783 | 0.9489 | 1.1366 | 0.7447 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 75 | 36 | 39 | 39 | 21 | 18 |
Losing Trades | 38 | 20 | 18 | 74 | 35 | 39 |
Profitability (%) | 66.3717 | 64.2857 | 68.4211 | 34.5133 | 37.5 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.7611 | 0.9704 | 0.59 | 1.8005 | 1.8943 | 1.6136 |
Largest Winning Trade | 95761 | 95761 | 58366 | 2161079 | 2161079 | 764706 |
Largest Losing Trade | -138180 | -65087 | -138180 | -1712569 | -1712569 | -514894 |
Avg Bars in Trades | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Winners | 37 | 39 | 36 | 62 | 78 | 43 |
Avg Bars in Losers | 63 | 76 | 49 | 37 | 37 | 38 |
Bars Traded | 5254 | 2953 | 2301 | 5254 | 2953 | 2301 |
Profit Streak | 10.711 | 0 | 85.0443 | 0 | 75.711 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367532 | -195869 | -300180 | -583722 | -291810 | -765497 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 4.47015 } }, "second_band": { "type": "ema", "factors": { "length": 195, "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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