Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592570.3147 | 273108.0363 | 319462.2784 | 5304849.9649 | 568782.7498 | 4736067.2151 |
Total P&L (%) | 592.5703 | 273.108 | 319.4623 | 5304.85 | 568.7828 | 4736.0672 |
Avg Daily Profit (%) | 0.3556 | 0.1639 | 0.1917 | 0.2397 | 0.1141 | 0.233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112092 | -57607 | -57005 | -5684210 | -3661098 | -2477048 |
Profit Factor | 2.3857 | 2.1429 | 2.6933 | 1.4492 | 1.0783 | 2.0423 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 59.3023 | 58.1395 | 60.4651 | 59.3023 | 58.1395 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.6373 | 1.5429 | 1.761 | 0.9945 | 0.7764 | 1.3354 |
Largest Winning Trade | 81577 | 81577 | 57959 | 2021787 | 1407626 | 2021787 |
Largest Losing Trade | -30980 | -30980 | -27545 | -1190981 | -1137121 | -1190981 |
Avg Bars in Trades | 53 | 28 | 77 | 53 | 28 | 77 |
Avg Bars in Winners | 54 | 23 | 84 | 54 | 23 | 84 |
Avg Bars in Losers | 51 | 35 | 67 | 51 | 35 | 67 |
Bars Traded | 4580 | 1232 | 3348 | 4580 | 1232 | 3348 |
Profit Streak | 0 | 0 | 304.1838 | 0 | 0 | 304.1838 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552528 | 459801 | 556699 | 329096 | -174964 | 499186 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.3067 } }, "second_band": { "type": "rma", "factors": { "length": 21, "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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