Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639112.4012 | 614056.2365 | 25056.1647 | 203339.7556 | 408945.9454 | -205606.1897 |
Total P&L (%) | 639.1124 | 614.0562 | 25.0562 | 203.3398 | 408.9459 | -205.6062 |
Avg Daily Profit (%) | 0.3462 | 0.3326 | 0.0136 | 0.0601 | 0.0882 | 0 |
Buy And Hold Return (%) | 125.3665 | 125.3665 | 125.3665 | 125.3665 | 125.3665 | 125.3665 |
Max Trade Drawdown | -164885 | -126261 | -85231 | -629756 | -390642 | -332901 |
Profit Factor | 2.3521 | 3.4685 | 1.1119 | 1.169 | 1.7134 | 0.6738 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 43.662 | 50 | 37.1429 | 43.662 | 50 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.035 | 3.4685 | 1.8817 | 1.5083 | 1.7134 | 1.1402 |
Largest Winning Trade | 573899 | 573899 | 56946 | 573899 | 573899 | 124384 |
Largest Losing Trade | -66587 | -31293 | -66587 | -331394 | -194731 | -331394 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 58 | 46 | 74 | 58 | 46 | 74 |
Avg Bars in Losers | 40 | 45 | 37 | 40 | 45 | 37 |
Bars Traded | 3439 | 1654 | 1785 | 3439 | 1654 | 1785 |
Profit Streak | 87.7315 | 95.7315 | 0 | 87.7315 | 95.7315 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80684 | 537806 | -441822 | -248783 | -74300 | -584121 |
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{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.71989 } } }
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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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