Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351345.5762 | 229808.2925 | 121537.2837 | 183552.0112 | 301058.5857 | -117506.5745 |
Total P&L (%) | 351.3456 | 229.8083 | 121.5373 | 183.552 | 301.0586 | -117.5066 |
Avg Daily Profit (%) | 0.1867 | 0.1221 | 0.0646 | 0.0554 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136773 | -90949 | -124546 | -807317 | -653110 | -690576 |
Profit Factor | 1.3917 | 1.5747 | 1.2445 | 1.0475 | 1.1671 | 0.9431 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 55.914 | 56.9892 | 54.8387 | 55.914 | 56.9892 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.0973 | 1.1885 | 1.0249 | 0.8259 | 0.8808 | 0.7767 |
Largest Winning Trade | 91149 | 91149 | 65655 | 337069 | 337069 | 146828 |
Largest Losing Trade | -51876 | -51876 | -40938 | -500454 | -500454 | -310085 |
Avg Bars in Trades | 59 | 44 | 74 | 59 | 44 | 74 |
Avg Bars in Winners | 51 | 33 | 69 | 51 | 33 | 69 |
Avg Bars in Losers | 69 | 57 | 81 | 69 | 57 | 81 |
Bars Traded | 11063 | 4102 | 6960 | 11063 | 4102 | 6960 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356115 | -27631 | -106635 | -287175 | -132152 | -580456 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 4.91795 } }, "second_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 4.91795 } }, "second_band": { "type": "ema", "factors": { "length": 124, "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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