Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037100.3272 | 934305.4324 | 102794.8948 | 4300652.8798 | 3021269.7222 | 1279383.1576 |
Total P&L (%) | 1037.1003 | 934.3054 | 102.7949 | 4300.6529 | 3021.2697 | 1279.3832 |
Avg Daily Profit (%) | 0.4144 | 0.3733 | 0.0411 | 0.1513 | 0.1376 | 0.1049 |
Buy And Hold Return (%) | 437.2686 | 437.2686 | 437.2686 | 437.2686 | 437.2686 | 437.2686 |
Max Trade Drawdown | -72919 | -80783 | -54120 | -3920972 | -3887053 | -2976865 |
Profit Factor | 3.2558 | 5.043 | 1.4495 | 1.22 | 1.2838 | 1.1437 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 4.186 | 6.8229 | 1.7717 | 1.5686 | 1.7369 | 1.3979 |
Largest Winning Trade | 641261 | 641261 | 51748 | 4456647 | 4456647 | 2114273 |
Largest Losing Trade | -35944 | -30030 | -35944 | -1900366 | -1900366 | -1708016 |
Avg Bars in Trades | 122 | 120 | 124 | 122 | 120 | 124 |
Avg Bars in Winners | 180 | 175 | 184 | 180 | 175 | 184 |
Avg Bars in Losers | 77 | 80 | 74 | 77 | 80 | 74 |
Bars Traded | 9800 | 4831 | 4969 | 9800 | 4831 | 4969 |
Profit Streak | 0 | 0 | 36.8008 | 0 | 0 | 36.8008 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14524 | 305269 | -302632 | -17880 | -10789 | -119017 |
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{ "first_band": { "type": "t3", "factors": { "length": 171, "offset": 0, "a": 0.44894 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 3.38536 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 171, "offset": 0, "a": 0.44894 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 3.38536 } } }
# | 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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