Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429238.402 | 338238.857 | 90999.545 | 514168.3503 | 360285.6427 | 153882.7075 |
Total P&L (%) | 429.2384 | 338.2389 | 90.9995 | 514.1684 | 360.2856 | 153.8827 |
Avg Daily Profit (%) | 0.1953 | 0.1539 | 0.0414 | 0.0826 | 0.0695 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119931 | -129275 | -75774 | -333104 | -273830 | -154442 |
Profit Factor | 1.6255 | 2.054 | 1.2491 | 1.4669 | 1.6426 | 1.2846 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.1071 | 2.844 | 1.5167 | 1.9015 | 2.2744 | 1.5599 |
Largest Winning Trade | 102529 | 102529 | 53582 | 261477 | 261477 | 109901 |
Largest Losing Trade | -38256 | -27110 | -38256 | -108616 | -105601 | -108616 |
Avg Bars in Trades | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Winners | 83 | 48 | 115 | 83 | 48 | 115 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 6409 | 2283 | 4126 | 6409 | 2283 | 4126 |
Profit Streak | 0 | 0 | 111.931 | 0 | 0 | 111.931 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305203 | -146463 | -291438 | -82220 | -254662 | -289892 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 3.16656 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 3.16656 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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