Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358277.1721 | 271241.0243 | 87036.1478 | 958094.0308 | 370802.0038 | 587292.0271 |
Total P&L (%) | 358.2772 | 271.241 | 87.0361 | 958.094 | 370.802 | 587.292 |
Avg Daily Profit (%) | 0.1987 | 0.1504 | 0.0483 | 0.1309 | 0.086 | 0.107 |
Buy And Hold Return (%) | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 |
Max Trade Drawdown | -78025 | -38075 | -84932 | -417306 | -255688 | -241621 |
Profit Factor | 1.5522 | 1.9127 | 1.2475 | 1.4655 | 1.3706 | 1.5553 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 57.2917 | 59.375 | 55.2083 | 57.2917 | 59.375 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.1571 | 1.3087 | 1.0121 | 1.0925 | 0.9378 | 1.2618 |
Largest Winning Trade | 57847 | 57847 | 31652 | 189002 | 169066 | 189002 |
Largest Losing Trade | -34954 | -34954 | -22465 | -162256 | -162256 | -145474 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 7042 | 3986 | 3056 | 7042 | 3986 | 3056 |
Profit Streak | 597.9462 | 597.9462 | 623.1962 | 597.9462 | 597.9462 | 623.1962 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380322 | 310304 | -247623 | -13817 | -79270 | -47162 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.7244 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.33372 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.7244 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.33372 } } }
# | 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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