Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389923.84 | 219531.605 | 170392.235 | -190727.7667 | -26520.2961 | -164207.4706 |
Total P&L (%) | 389.9238 | 219.5316 | 170.3922 | -190.7278 | -26.5203 | -164.2075 |
Avg Daily Profit (%) | 0.2045 | 0.1151 | 0.0894 | 0 | -0.0162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157653 | -64111 | -191224 | -187294 | -43260 | -179608 |
Profit Factor | 1.6921 | 1.9263 | 1.522 | 0.5549 | 0.8357 | 0.3851 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 74 | 36 | 38 | 30 | 17 | 13 |
Losing Trades | 26 | 14 | 12 | 70 | 33 | 37 |
Profitability (%) | 74 | 72 | 76 | 30 | 34 | 26 |
Ratio Avg Win / Avg Loss | 0.5945 | 0.7491 | 0.4806 | 1.2947 | 1.6223 | 1.096 |
Largest Winning Trade | 68825 | 68825 | 62052 | 31100 | 31100 | 21154 |
Largest Losing Trade | -104999 | -62237 | -104999 | -77590 | -31500 | -77590 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 29 | 31 | 27 | 45 | 51 | 37 |
Avg Bars in Losers | 57 | 68 | 44 | 32 | 36 | 29 |
Bars Traded | 3654 | 2089 | 1565 | 3654 | 2089 | 1565 |
Profit Streak | 90.5825 | 117.0825 | 90.5825 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457287 | -214679 | -250023 | -586622 | -764277 | -784851 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.97667 } }, "second_band": { "type": "ema", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.97667 } }, "second_band": { "type": "ema", "factors": { "length": 111, "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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