Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322323.3222 | 207196.6624 | 115126.6598 | 225630.5836 | 105904.3496 | 119726.2339 |
Total P&L (%) | 322.3233 | 207.1967 | 115.1267 | 225.6306 | 105.9044 | 119.7262 |
Avg Daily Profit (%) | 0.1716 | 0.1103 | 0.0613 | 0.0629 | 0.0385 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122876 | -127054 | -39967 | -247805 | -228495 | -110006 |
Profit Factor | 1.4301 | 1.4078 | 1.4771 | 1.1597 | 1.114 | 1.2473 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 112 | 45 | 67 | 112 | 45 | 67 |
Losing Trades | 107 | 64 | 43 | 107 | 64 | 43 |
Profitability (%) | 51.1416 | 41.2844 | 60.9091 | 51.1416 | 41.2844 | 60.9091 |
Ratio Avg Win / Avg Loss | 1.3662 | 2.0021 | 0.948 | 1.1079 | 1.5844 | 0.8005 |
Largest Winning Trade | 118971 | 118971 | 18624 | 193444 | 193444 | 37780 |
Largest Losing Trade | -42284 | -42284 | -27006 | -58592 | -58592 | -53383 |
Avg Bars in Trades | 24 | 39 | 10 | 24 | 39 | 10 |
Avg Bars in Winners | 24 | 47 | 9 | 24 | 47 | 9 |
Avg Bars in Losers | 24 | 33 | 11 | 24 | 33 | 11 |
Bars Traded | 5438 | 4299 | 1139 | 5438 | 4299 | 1139 |
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 | 353849 | -47527 | -110153 | -152276 | -239174 | -137388 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.38267 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.38267 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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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