Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867882.3574 | 786215.5608 | 81666.7965 | 1225948.392 | 879002.7277 | 346945.6643 |
Total P&L (%) | 867.8824 | 786.2156 | 81.6668 | 1225.9484 | 879.0027 | 346.9457 |
Avg Daily Profit (%) | 0.3818 | 0.3459 | 0.0359 | 0.1138 | 0.1004 | 0.0659 |
Buy And Hold Return (%) | 67.0473 | 67.0473 | 67.0473 | 67.0473 | 67.0473 | 67.0473 |
Max Trade Drawdown | -118711 | -84844 | -194456 | -570758 | -453049 | -717713 |
Profit Factor | 1.7849 | 2.4813 | 1.142 | 1.2797 | 1.3945 | 1.161 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 41.4013 | 35.8974 | 46.8354 | 41.4013 | 35.8974 | 46.8354 |
Ratio Avg Win / Avg Loss | 2.5263 | 4.4308 | 1.2964 | 1.8113 | 2.4903 | 1.3179 |
Largest Winning Trade | 359347 | 359347 | 50470 | 443356 | 443356 | 257189 |
Largest Losing Trade | -45880 | -26790 | -45880 | -161262 | -134483 | -161262 |
Avg Bars in Trades | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Winners | 90 | 84 | 94 | 90 | 84 | 94 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 9016 | 3899 | 5117 | 9016 | 3899 | 5117 |
Profit Streak | 2.0963 | 0 | 156.8463 | 2.0963 | 0 | 156.8463 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304863 | -25929 | -333901 | -44138 | -96683 | -176400 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 3.27929 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 3.27929 } }, "second_band": { "type": "ohlc4", "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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