Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123285.8012 | 62636.7402 | 60649.061 | 201695.0827 | 68673.1995 | 133021.8832 |
Total P&L (%) | 123.2858 | 62.6367 | 60.6491 | 201.6951 | 68.6732 | 133.0219 |
Avg Daily Profit (%) | 0.2686 | 0.1364 | 0.1321 | 0.2408 | 0.1139 | 0.1844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29213 | -23698 | -18453 | -101453 | -86154 | -30409 |
Profit Factor | 1.91 | 1.9094 | 1.9106 | 1.7555 | 1.4401 | 2.1992 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 71.875 | 75 | 68.75 | 71.875 | 75 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7474 | 0.6365 | 0.8684 | 0.6869 | 0.48 | 0.9996 |
Largest Winning Trade | 11625 | 7767 | 11625 | 37863 | 20358 | 37863 |
Largest Losing Trade | -23698 | -23698 | -18327 | -86154 | -86154 | -30204 |
Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
Avg Bars in Winners | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Losers | 131 | 131 | 130 | 131 | 131 | 130 |
Bars Traded | 10702 | 5020 | 5682 | 10702 | 5020 | 5682 |
Profit Streak | 607.893 | 609.143 | 607.893 | 607.893 | 609.143 | 607.893 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447265 | -146650 | -153364 | 428004 | -177818 | -128036 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 194, "offset": 195, "multiplier": 4.63474 } } }
# | 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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