Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105847.6117 | 61893.444 | 43954.1677 | 18501.6025 | 48361.3951 | -29859.7926 |
Total P&L (%) | 105.8476 | 61.8934 | 43.9542 | 18.5016 | 48.3614 | -29.8598 |
Avg Daily Profit (%) | 0.1834 | 0.1073 | 0.0762 | 0.0294 | 0.0684 | -0.0614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85078 | -72127 | -61670 | -218997 | -138300 | -115405 |
Profit Factor | 1.2008 | 1.2266 | 1.173 | 1.026 | 1.136 | 0.9161 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 65.5556 | 66.6667 | 64.4444 | 65.5556 | 66.6667 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.6309 | 0.6133 | 0.6472 | 0.5391 | 0.568 | 0.5054 |
Largest Winning Trade | 20149 | 13582 | 20149 | 48137 | 38986 | 48137 |
Largest Losing Trade | -48247 | -40654 | -48247 | -111209 | -73316 | -111209 |
Avg Bars in Trades | 74 | 84 | 65 | 74 | 84 | 65 |
Avg Bars in Winners | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Losers | 117 | 150 | 86 | 117 | 150 | 86 |
Bars Traded | 13464 | 7572 | 5892 | 13464 | 7572 | 5892 |
Profit Streak | 477.0029 | 0 | 499.8363 | 477.0029 | 0 | 499.8363 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303974 | -50639 | -122210 | -351902 | -173973 | -577978 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 4.71017 } } }
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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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