Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888310.7912 | 1865162.4248 | 23148.3665 | -550297.7271 | 1745286.0027 | -2295583.7298 |
Total P&L (%) | 1888.3108 | 1865.1624 | 23.1484 | -550.2977 | 1745.286 | -2295.5837 |
Avg Daily Profit (%) | 0.8357 | 0.8255 | 0.0102 | 0 | 0.1291 | 0 |
Buy And Hold Return (%) | 343.8221 | 343.8221 | 343.8221 | 343.8221 | 343.8221 | 343.8221 |
Max Trade Drawdown | -169530 | -115540 | -107310 | -6747309 | -2771900 | -4765433 |
Profit Factor | 3.2028 | 6.0875 | 1.0472 | 0.9651 | 1.3675 | 0.7915 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 66 | 27 | 39 | 68 | 39 | 29 |
Losing Trades | 71 | 41 | 30 | 69 | 29 | 40 |
Profitability (%) | 48.1752 | 39.7059 | 56.5217 | 49.635 | 57.3529 | 42.029 |
Ratio Avg Win / Avg Loss | 3.4454 | 9.244 | 0.8055 | 0.9793 | 1.0169 | 1.0917 |
Largest Winning Trade | 1222193 | 1222193 | 43183 | 2260764 | 2260764 | 1444985 |
Largest Losing Trade | -107310 | -44768 | -107310 | -4462034 | -1518222 | -4462034 |
Avg Bars in Trades | 30 | 39 | 22 | 30 | 39 | 22 |
Avg Bars in Winners | 37 | 59 | 22 | 30 | 39 | 18 |
Avg Bars in Losers | 24 | 26 | 22 | 30 | 38 | 24 |
Bars Traded | 4211 | 2685 | 1526 | 4211 | 2685 | 1526 |
Profit Streak | 45.229 | 45.229 | 46.229 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 702376 | -91807 | -614357 | -580557 | -129264 | -683891 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 102, "offset": 0, "multiplier": 4.68161 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 4.48184 } } }
# | 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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