Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594518.8914 | 553054.2999 | 41464.5916 | 371441.1222 | 284058.6779 | 87382.4442 |
Total P&L (%) | 594.5189 | 553.0543 | 41.4646 | 371.4411 | 284.0587 | 87.3824 |
Avg Daily Profit (%) | 0.2458 | 0.2286 | 0.0171 | 0.0641 | 0.0556 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167753 | -107427 | -182221 | -338202 | -218455 | -323250 |
Profit Factor | 1.8683 | 2.5842 | 1.1235 | 1.2238 | 1.3152 | 1.1152 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 42.3077 | 41.0256 | 43.5897 | 42.3077 | 41.0256 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.5476 | 3.7148 | 1.454 | 1.6688 | 1.8906 | 1.4432 |
Largest Winning Trade | 230361 | 230361 | 87753 | 231376 | 231376 | 201234 |
Largest Losing Trade | -38463 | -38463 | -35366 | -126932 | -123371 | -126932 |
Avg Bars in Trades | 57 | 39 | 74 | 57 | 39 | 74 |
Avg Bars in Winners | 96 | 57 | 132 | 96 | 57 | 132 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 4462 | 1540 | 2922 | 4462 | 1540 | 2922 |
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 | -29794 | 350662 | -259143 | -148349 | -120797 | -254455 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 3.49687 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 3.49687 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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