Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458442.1915 | 448812.8623 | 9629.3292 | -57124.217 | 78287.671 | -135411.888 |
Total P&L (%) | 458.4422 | 448.8129 | 9.6293 | -57.1242 | 78.2877 | -135.4119 |
Avg Daily Profit (%) | 0.1994 | 0.1952 | 0.0042 | -0.0368 | 0.0251 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148957 | -131187 | -157890 | -224916 | -138858 | -218443 |
Profit Factor | 1.3932 | 1.763 | 1.0167 | 0.9471 | 1.1456 | 0.7502 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 49.0066 | 42.1053 | 56 | 49.0066 | 42.1053 | 56 |
Ratio Avg Win / Avg Loss | 1.4497 | 2.4242 | 0.7988 | 0.9855 | 1.5752 | 0.5895 |
Largest Winning Trade | 330687 | 330687 | 60674 | 136545 | 136545 | 46940 |
Largest Losing Trade | -40940 | -34358 | -40940 | -70654 | -42909 | -70654 |
Avg Bars in Trades | 29 | 21 | 36 | 29 | 21 | 36 |
Avg Bars in Winners | 31 | 18 | 41 | 31 | 18 | 41 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 4391 | 1671 | 2720 | 4391 | 1671 | 2720 |
Profit Streak | 0 | 0 | 68.932 | 0 | 0 | 68.932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322262 | -41327 | -612205 | -580095 | -270751 | -636122 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.38521 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.38521 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "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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