Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302801.4967 | 358259.2003 | -55457.7036 | -74444.101 | 65041.2339 | -139485.3349 |
Total P&L (%) | 302.8015 | 358.2592 | -55.4577 | -74.4441 | 65.0412 | -139.4853 |
Avg Daily Profit (%) | 0.1324 | 0.1567 | -0.0242 | -0.0596 | 0.0219 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126367 | -176473 | -97354 | -130617 | -135293 | -109138 |
Profit Factor | 1.3525 | 1.7697 | 0.8591 | 0.8767 | 1.2141 | 0.535 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 56.9892 | 50 | 63.8298 | 56.9892 | 50 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.0208 | 1.7697 | 0.4868 | 0.6617 | 1.2141 | 0.3032 |
Largest Winning Trade | 207598 | 207598 | 45859 | 99012 | 99012 | 15503 |
Largest Losing Trade | -62844 | -55045 | -62844 | -44310 | -44310 | -42235 |
Avg Bars in Trades | 45 | 61 | 30 | 45 | 61 | 30 |
Avg Bars in Winners | 37 | 47 | 30 | 37 | 47 | 30 |
Avg Bars in Losers | 56 | 74 | 31 | 56 | 74 | 31 |
Bars Traded | 4258 | 2811 | 1447 | 4258 | 2811 | 1447 |
Profit Streak | 57.8432 | 57.8432 | 65.8432 | 57.8432 | 57.8432 | 65.8432 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13315 | 404670 | -577932 | -578226 | -163729 | -577932 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 33, "offset": 0, "multiplier": 4.71667 } }, "second_band": { "type": "bbu", "factors": { "length": 103, "offset": 0, "std": 1.16368 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 33, "offset": 0, "multiplier": 4.71667 } }, "second_band": { "type": "bbu", "factors": { "length": 103, "offset": 0, "std": 1.16368 } } }
# | 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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