Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352459.4988 | 198910.6677 | 153548.8311 | 478874.9846 | 181322.049 | 297552.9356 |
Total P&L (%) | 352.4595 | 198.9107 | 153.5488 | 478.875 | 181.322 | 297.5529 |
Avg Daily Profit (%) | 0.188 | 0.1061 | 0.0819 | 0.0937 | 0.0552 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86175 | -70747 | -65988 | -842385 | -681564 | -801665 |
Profit Factor | 1.9111 | 2.0176 | 1.8023 | 1.1588 | 1.1166 | 1.2037 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 67.4419 | 62.7907 | 72.093 | 67.4419 | 62.7907 | 72.093 |
Ratio Avg Win / Avg Loss | 0.9226 | 1.1956 | 0.6977 | 0.5594 | 0.6617 | 0.466 |
Largest Winning Trade | 118964 | 118964 | 43346 | 241774 | 241774 | 236520 |
Largest Losing Trade | -65988 | -38298 | -65988 | -757789 | -442005 | -757789 |
Avg Bars in Trades | 61 | 65 | 58 | 61 | 65 | 58 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 99 | 106 | 91 | 99 | 106 | 91 |
Bars Traded | 5327 | 2802 | 2525 | 5327 | 2802 | 2525 |
Profit Streak | 0 | 0 | 142.5449 | 0 | 0 | 142.5449 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400956 | -46926 | -79098 | -112643 | -211480 | -92919 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.49523 } }, "second_band": { "type": "rma", "factors": { "length": 109, "offset": 0 } } }
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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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