Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350041.3889 | 256852.7212 | 93188.6677 | 49231.3994 | -16656.1787 | 65887.5781 |
Total P&L (%) | 350.0414 | 256.8527 | 93.1887 | 49.2314 | -16.6562 | 65.8876 |
Avg Daily Profit (%) | 0.1865 | 0.1369 | 0.0497 | 0.0213 | -0.0097 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117024 | -105854 | -59202 | -195764 | -210532 | -78410 |
Profit Factor | 1.3409 | 1.3984 | 1.2438 | 1.0358 | 0.9813 | 1.1356 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 146 | 65 | 81 | 146 | 65 | 81 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 49.1582 | 43.9189 | 54.3624 | 49.1582 | 43.9189 | 54.3624 |
Ratio Avg Win / Avg Loss | 1.3868 | 1.7857 | 1.0441 | 1.0712 | 1.253 | 0.9533 |
Largest Winning Trade | 183982 | 183982 | 31453 | 108224 | 108224 | 19047 |
Largest Losing Trade | -43224 | -43224 | -27025 | -90645 | -90645 | -27025 |
Avg Bars in Trades | 37 | 59 | 14 | 37 | 59 | 14 |
Avg Bars in Winners | 35 | 58 | 17 | 35 | 58 | 17 |
Avg Bars in Losers | 38 | 60 | 11 | 38 | 60 | 11 |
Bars Traded | 11059 | 8859 | 2200 | 11059 | 8859 | 2200 |
Profit Streak | 4.8251 | 0 | 20.9917 | 4.8251 | 0 | 20.9917 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346243 | -11048 | -125622 | -345175 | -581638 | -228913 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 3.47818 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 3.65637 } } }
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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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