Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362360.2306 | 261501.7762 | 100858.4544 | 440737.0246 | 672352.9781 | -231615.9534 |
Total P&L (%) | 362.3602 | 261.5018 | 100.8585 | 440.737 | 672.353 | -231.616 |
Avg Daily Profit (%) | 0.152 | 0.1097 | 0.0423 | 0.0708 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160709 | -89426 | -102008 | -2864179 | -1786221 | -2060903 |
Profit Factor | 1.4931 | 1.8359 | 1.239 | 1.0518 | 1.1711 | 0.9494 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 60.9023 | 62.6866 | 59.0909 | 60.9023 | 62.6866 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.9585 | 1.0928 | 0.8577 | 0.6752 | 0.6971 | 0.6573 |
Largest Winning Trade | 60525 | 60525 | 40214 | 771102 | 771102 | 446608 |
Largest Losing Trade | -39880 | -32221 | -39880 | -840420 | -742229 | -840420 |
Avg Bars in Trades | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Winners | 41 | 33 | 50 | 41 | 33 | 50 |
Avg Bars in Losers | 68 | 79 | 58 | 68 | 79 | 58 |
Bars Traded | 6926 | 3376 | 3550 | 6926 | 3376 | 3550 |
Profit Streak | 37.5181 | 58.8515 | 0 | 37.5181 | 58.8515 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328266 | -158614 | -261340 | -261240 | -226448 | -703779 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 4.78171 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 3.30397 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 4.78171 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 3.30397 } } }
# | 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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