Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644386.0183 | 518519.3445 | 125866.6738 | 3991717.2935 | 3018074.8604 | 973642.4331 |
Total P&L (%) | 644.386 | 518.5193 | 125.8667 | 3991.7173 | 3018.0749 | 973.6424 |
Avg Daily Profit (%) | 0.3094 | 0.249 | 0.0604 | 0.1784 | 0.1653 | 0.114 |
Buy And Hold Return (%) | 277.3715 | 277.3715 | 277.3715 | 277.3715 | 277.3715 | 277.3715 |
Max Trade Drawdown | -98868 | -97838 | -198388 | -2835649 | -959016 | -2825020 |
Profit Factor | 1.3669 | 1.7273 | 1.1206 | 1.2006 | 1.3574 | 1.085 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 325 | 171 | 154 | 325 | 171 | 154 |
Losing Trades | 261 | 122 | 139 | 261 | 122 | 139 |
Profitability (%) | 55.4608 | 58.3618 | 52.5597 | 55.4608 | 58.3618 | 52.5597 |
Ratio Avg Win / Avg Loss | 1.0977 | 1.2323 | 1.0115 | 0.9642 | 0.9685 | 0.9793 |
Largest Winning Trade | 35867 | 31318 | 35867 | 517115 | 413733 | 517115 |
Largest Losing Trade | -37881 | -35283 | -37881 | -1117995 | -417303 | -1117995 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 24781 | 11534 | 13247 | 24781 | 11534 | 13247 |
Profit Streak | 9.5491 | 9.5491 | 11.2991 | 9.5491 | 9.5491 | 11.2991 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345924 | 201090 | -363913 | 379474 | 332483 | -169725 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 3.32011 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.37491 } } }
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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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