Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431878.7812 | 288208.0465 | 143670.7347 | 499004.0334 | 253465.2451 | 245538.7883 |
Total P&L (%) | 431.8788 | 288.208 | 143.6707 | 499.004 | 253.4652 | 245.5388 |
Avg Daily Profit (%) | 0.2294 | 0.1531 | 0.0763 | 0.0951 | 0.0671 | 0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146479 | -111486 | -84314 | -948702 | -669334 | -413593 |
Profit Factor | 1.7681 | 2.2787 | 1.4264 | 1.1901 | 1.2216 | 1.1659 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 55.8559 | 56.3636 | 55.3571 | 55.8559 | 56.3636 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.3973 | 1.7642 | 1.1504 | 0.9406 | 0.9457 | 0.9402 |
Largest Winning Trade | 199392 | 199392 | 56371 | 311793 | 311793 | 208808 |
Largest Losing Trade | -51291 | -42770 | -51291 | -398424 | -398424 | -245034 |
Avg Bars in Trades | 32 | 23 | 42 | 32 | 23 | 42 |
Avg Bars in Winners | 29 | 13 | 44 | 29 | 13 | 44 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 3651 | 1294 | 2357 | 3651 | 1294 | 2357 |
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 | 402051 | -167394 | -269552 | -77937 | -284362 | -324074 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.92509 } }, "second_band": { "type": "ema", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.92509 } }, "second_band": { "type": "ema", "factors": { "length": 94, "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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