Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383227.2693 | 245606.782 | 137620.4873 | 1088857.555 | 2553492.0898 | -1464634.5348 |
Total P&L (%) | 383.2273 | 245.6068 | 137.6205 | 1088.8576 | 2553.4921 | -1464.6345 |
Avg Daily Profit (%) | 0.2108 | 0.1351 | 0.0757 | 0.1363 | 0.1805 | 0 |
Buy And Hold Return (%) | 158.097 | 158.097 | 158.097 | 158.097 | 158.097 | 158.097 |
Max Trade Drawdown | -107289 | -43023 | -126385 | -2288598 | -118870 | -2699215 |
Profit Factor | 2.3622 | 5.205 | 1.6173 | 1.2548 | 10.18 | 0.6335 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 18 | 7 | 11 | 18 | 7 | 11 |
Profitability (%) | 68.4211 | 75.8621 | 60.7143 | 68.4211 | 75.8621 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.6561 | 1.0465 | 0.5791 | 3.2391 | 0.4099 |
Largest Winning Trade | 55261 | 37100 | 55261 | 406944 | 398830 | 406944 |
Largest Losing Trade | -56023 | -27310 | -56023 | -1370152 | -93896 | -1370152 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 46 | 51 | 40 | 46 | 51 | 40 |
Avg Bars in Losers | 81 | 66 | 91 | 81 | 66 | 91 |
Bars Traded | 3293 | 1596 | 1697 | 3293 | 1596 | 1697 |
Profit Streak | 45.146 | 149.146 | 45.146 | 45.146 | 149.146 | 45.146 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168653 | -9947 | -274812 | -188332 | 757745 | -599888 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 2.92818 } }, "second_band": { "type": "sma", "factors": { "length": 171, "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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