Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306833.4595 | 265062.3052 | 41771.1542 | 255324.3441 | 255578.0786 | -253.7345 |
Total P&L (%) | 306.8335 | 265.0623 | 41.7712 | 255.3243 | 255.5781 | -0.2537 |
Avg Daily Profit (%) | 0.1701 | 0.147 | 0.0232 | 0.0703 | 0.0704 | -0.0001 |
Buy And Hold Return (%) | 121.9521 | 121.9521 | 121.9521 | 121.9521 | 121.9521 | 121.9521 |
Max Trade Drawdown | -117880 | -36910 | -148642 | -270326 | -102498 | -230827 |
Profit Factor | 1.5207 | 2.2484 | 1.1108 | 1.2555 | 1.716 | 0.9996 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Profitability (%) | 59.5588 | 64.7059 | 54.4118 | 59.5588 | 64.7059 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.0326 | 1.2264 | 0.9307 | 0.8525 | 0.936 | 0.8375 |
Largest Winning Trade | 40388 | 38119 | 40388 | 111330 | 62979 | 111330 |
Largest Losing Trade | -71252 | -26274 | -71252 | -159055 | -35666 | -159055 |
Avg Bars in Trades | 25 | 15 | 35 | 25 | 15 | 35 |
Avg Bars in Winners | 23 | 17 | 30 | 23 | 17 | 30 |
Avg Bars in Losers | 29 | 13 | 41 | 29 | 13 | 41 |
Bars Traded | 3508 | 1069 | 2439 | 3508 | 1069 | 2439 |
Profit Streak | 680.1337 | 766.6337 | 680.1337 | 680.1337 | 766.6337 | 680.1337 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306503 | -105043 | -535268 | -103902 | -210398 | -688054 |
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{ "first_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.90069 } } }
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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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