Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302134.8509 | 252690.3558 | 49444.4951 | 368332.6056 | 472954.209 | -104621.6034 |
Total P&L (%) | 302.1349 | 252.6904 | 49.4445 | 368.3326 | 472.9542 | -104.6216 |
Avg Daily Profit (%) | 0.1676 | 0.1402 | 0.0274 | 0.0857 | 0.0969 | 0 |
Buy And Hold Return (%) | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 |
Max Trade Drawdown | -128167 | -83539 | -88373 | -1576676 | -1160891 | -746794 |
Profit Factor | 1.2122 | 1.365 | 1.0676 | 1.0372 | 1.0936 | 0.9784 |
Total Trades | 670 | 335 | 335 | 670 | 335 | 335 |
Winning Trades | 362 | 193 | 169 | 362 | 193 | 169 |
Losing Trades | 308 | 142 | 166 | 308 | 142 | 166 |
Profitability (%) | 54.0299 | 57.6119 | 50.4478 | 54.0299 | 57.6119 | 50.4478 |
Ratio Avg Win / Avg Loss | 1.0313 | 1.0043 | 1.0486 | 0.8825 | 0.8046 | 0.961 |
Largest Winning Trade | 32444 | 32444 | 23623 | 368115 | 368115 | 218324 |
Largest Losing Trade | -25126 | -22317 | -25126 | -314735 | -243510 | -314735 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 10643 | 5598 | 5045 | 10643 | 5598 | 5045 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323954 | -5708 | -466672 | -256900 | -180823 | -579246 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.08102 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
# | 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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