Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343617.1072 | 225257.5147 | 118359.5925 | 165892.3715 | 116518.316 | 49374.0555 |
Total P&L (%) | 343.6171 | 225.2575 | 118.3596 | 165.8924 | 116.5183 | 49.3741 |
Avg Daily Profit (%) | 0.1836 | 0.1204 | 0.0632 | 0.0523 | 0.0413 | 0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105706 | -77045 | -91069 | -116906 | -125661 | -83137 |
Profit Factor | 1.51 | 1.713 | 1.3307 | 1.2065 | 1.3119 | 1.1149 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 54.2373 | 49.1525 | 59.322 | 54.2373 | 49.1525 | 59.322 |
Ratio Avg Win / Avg Loss | 1.274 | 1.7721 | 0.9125 | 1.018 | 1.3571 | 0.7645 |
Largest Winning Trade | 110650 | 110650 | 44433 | 120234 | 120234 | 69753 |
Largest Losing Trade | -53316 | -38902 | -53316 | -66491 | -47483 | -66491 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 33 | 33 | 32 | 33 | 33 | 32 |
Bars Traded | 3424 | 1648 | 1776 | 3424 | 1648 | 1776 |
Profit Streak | 0 | 0 | 78.034 | 0 | 0 | 78.034 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359576 | -205809 | -284791 | -122464 | -314333 | -436304 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 3.2911 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 1.3289 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 3.2911 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 1.3289 } } }
# | 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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