Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80657.412 | 39010.9782 | 41646.4338 | 97625.0794 | 39371.4211 | 58253.6583 |
Total P&L (%) | 80.6574 | 39.011 | 41.6464 | 97.6251 | 39.3714 | 58.2537 |
Avg Daily Profit (%) | 0.1757 | 0.085 | 0.0907 | 0.1485 | 0.0723 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38060 | -19552 | -28273 | -68884 | -41944 | -54319 |
Profit Factor | 1.3154 | 1.2819 | 1.355 | 1.2246 | 1.1669 | 1.2932 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 54.1516 | 55.0725 | 53.2374 | 54.1516 | 55.0725 | 53.2374 |
Ratio Avg Win / Avg Loss | 1.1137 | 1.0458 | 1.1902 | 1.0368 | 0.9519 | 1.1359 |
Largest Winning Trade | 11732 | 9460 | 11732 | 21012 | 16463 | 21012 |
Largest Losing Trade | -13096 | -13096 | -11574 | -28421 | -28421 | -23372 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 38 | 45 | 30 | 38 | 45 | 30 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 10766 | 6099 | 4667 | 10766 | 6099 | 4667 |
Profit Streak | 592.9558 | 592.9558 | 605.8725 | 592.9558 | 592.9558 | 605.8725 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365298 | -81554 | -72687 | 265129 | -136962 | -59343 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 3.23766 } }, "second_band": { "type": "linreg", "factors": { "length": 222, "offset": 0 } } }
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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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