Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824392.6122 | 742212.3801 | 82180.2321 | 5688231.3579 | 9015798.2622 | -3327566.9043 |
Total P&L (%) | 824.3926 | 742.2124 | 82.1802 | 5688.2314 | 9015.7983 | -3327.5669 |
Avg Daily Profit (%) | 0.3297 | 0.2968 | 0.0329 | 0.1624 | 0.1806 | 0 |
Buy And Hold Return (%) | 746.9636 | 746.9636 | 746.9636 | 746.9636 | 746.9636 | 746.9636 |
Max Trade Drawdown | -106704 | -77205 | -106554 | -7386095 | -3171996 | -7287068 |
Profit Factor | 2.0727 | 2.9548 | 1.2113 | 1.2466 | 1.8244 | 0.7257 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Profitability (%) | 47.5 | 51 | 44 | 47.5 | 51 | 44 |
Ratio Avg Win / Avg Loss | 2.2908 | 2.8389 | 1.5417 | 1.3778 | 1.7529 | 0.9236 |
Largest Winning Trade | 325933 | 325933 | 48090 | 8786878 | 8786878 | 1031184 |
Largest Losing Trade | -37435 | -37435 | -33482 | -3766796 | -1588947 | -3766796 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Losers | 26 | 34 | 20 | 26 | 34 | 20 |
Bars Traded | 7258 | 4132 | 3126 | 7258 | 4132 | 3126 |
Profit Streak | 7.9734 | 0 | 13.9734 | 7.9734 | 0 | 13.9734 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119692 | -151427 | -316137 | 296060 | 402319 | -582802 |
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.80694 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.80694 } } }
# | 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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