Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368281.0405 | 288282.3855 | 79998.6549 | 191667.7916 | 233142.6475 | -41474.8559 |
Total P&L (%) | 368.281 | 288.2824 | 79.9987 | 191.6678 | 233.1426 | -41.4749 |
Avg Daily Profit (%) | 0.1675 | 0.1311 | 0.0364 | 0.0487 | 0.0548 | -0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141057 | -92013 | -113672 | -147290 | -101022 | -173835 |
Profit Factor | 1.4818 | 2.0405 | 1.1642 | 1.2526 | 1.867 | 0.9154 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 47.8261 | 52.1739 | 43.4783 | 47.8261 | 52.1739 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.6165 | 1.8705 | 1.5134 | 1.3664 | 1.7114 | 1.19 |
Largest Winning Trade | 61911 | 61911 | 47894 | 68704 | 68704 | 53585 |
Largest Losing Trade | -70292 | -27161 | -70292 | -116963 | -32214 | -116963 |
Avg Bars in Trades | 61 | 35 | 86 | 61 | 35 | 86 |
Avg Bars in Winners | 67 | 38 | 102 | 67 | 38 | 102 |
Avg Bars in Losers | 54 | 33 | 73 | 54 | 33 | 73 |
Bars Traded | 8420 | 2467 | 5953 | 8420 | 2467 | 5953 |
Profit Streak | 59.084 | 122.834 | 0 | 59.084 | 122.834 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350285 | -114049 | -287612 | -127989 | -216228 | -683605 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 4.81782 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 368281.040454758, 288282.3855113066, 79998.6549434515, 191667.7916016681, 233142.6474705451, -41474.855868877 ], [ 368.28104, 288.282386, 79.998655, 191.667792, 233.142647, -41.474856 ], [ 0.167534, 0.131142, 0.036392, 0.048707, 0.054759, -0.024367 ], [ 10, 10, 10, 10, 10, 10 ], [ -141057, -92013, -113672, -147290, -101022, -173835 ], [ 1.481818, 2.040545, 1.164165, 1.252565, 1.866961, 0.915351 ], [ 138, 69, 69, 138, 69, 69 ], [ 66, 36, 30, 66, 36, 30 ], [ 72, 33, 39, 72, 33, 39 ], [ 47.826087, 52.173913, 43.478261, 47.826087, 52.173913, 43.478261 ], [ 1.616529, 1.870499, 1.513414, 1.366435, 1.711381, 1.189957 ], [ 61911, 61911, 47894, 68704, 68704, 53585 ], [ -70292, -27161, -70292, -116963, -32214, -116963 ], [ 61, 35, 86, 61, 35, 86 ], [ 67, 38, 102, 67, 38, 102 ], [ 54, 33, 73, 54, 33, 73 ], [ 8420, 2467, 5953, 8420, 2467, 5953 ], [ 59.084006, 122.834006, 0, 59.084006, 122.834006, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350285, -114049, -287612, -127989, -216228, -683605 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 4.81782 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } } }
# | 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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