Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305476.2777 | 247895.6644 | 57580.6133 | 416303.73 | 333452.0321 | 82851.6979 |
Total P&L (%) | 305.4763 | 247.8957 | 57.5806 | 416.3037 | 333.452 | 82.8517 |
Avg Daily Profit (%) | 0.2037 | 0.1653 | 0.0384 | 0.1095 | 0.0978 | 0.0402 |
Buy And Hold Return (%) | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 |
Max Trade Drawdown | -72585 | -51020 | -112619 | -310120 | -174594 | -180165 |
Profit Factor | 1.2163 | 1.4173 | 1.0704 | 1.1294 | 1.2439 | 1.0448 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 346 | 180 | 166 | 346 | 180 | 166 |
Losing Trades | 302 | 144 | 158 | 302 | 144 | 158 |
Profitability (%) | 53.3951 | 55.5556 | 51.2346 | 53.3951 | 55.5556 | 51.2346 |
Ratio Avg Win / Avg Loss | 1.0617 | 1.1339 | 1.0188 | 0.9857 | 0.9951 | 0.9944 |
Largest Winning Trade | 34005 | 23271 | 34005 | 96684 | 60381 | 96684 |
Largest Losing Trade | -25722 | -22461 | -25722 | -88135 | -88135 | -86239 |
Avg Bars in Trades | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 22 | 17 | 26 | 22 | 17 | 26 |
Bars Traded | 17727 | 7744 | 9982 | 17727 | 7744 | 9982 |
Profit Streak | 604.5346 | 622.6179 | 604.5346 | 604.5346 | 622.6179 | 604.5346 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354712 | 296852 | -448247 | -123019 | -63354 | -475633 |
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{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 3.42341 } } }
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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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