Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537659.0329 | 518361.776 | 19297.2568 | 480411.1054 | 637354.4761 | -156943.3706 |
Total P&L (%) | 537.659 | 518.3618 | 19.2973 | 480.4111 | 637.3545 | -156.9434 |
Avg Daily Profit (%) | 0.2911 | 0.2807 | 0.0104 | 0.0953 | 0.1082 | 0 |
Buy And Hold Return (%) | 122.4346 | 122.4346 | 122.4346 | 122.4346 | 122.4346 | 122.4346 |
Max Trade Drawdown | -136717 | -108812 | -105119 | -948800 | -471333 | -598447 |
Profit Factor | 1.8715 | 2.7818 | 1.0592 | 1.1774 | 1.525 | 0.8949 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.7033 | 4.0181 | 1.5299 | 1.7007 | 2.2028 | 1.2927 |
Largest Winning Trade | 343517 | 343517 | 48234 | 362885 | 362885 | 349026 |
Largest Losing Trade | -37309 | -37309 | -31760 | -214766 | -195846 | -214766 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 59 | 64 | 54 | 59 | 64 | 54 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 5128 | 2818 | 2310 | 5128 | 2818 | 2310 |
Profit Streak | 60.3789 | 95.3789 | 60.3789 | 60.3789 | 95.3789 | 60.3789 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313256 | -114613 | -626392 | -94124 | -173346 | -706544 |
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{ "first_band": { "type": "linreg", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 1.03925 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 1.03925 } } }
# | 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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