Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234598.8057 | 198826.0651 | 35772.7405 | 166966.9855 | 219834.9122 | -52867.9267 |
Total P&L (%) | 234.5988 | 198.8261 | 35.7727 | 166.967 | 219.8349 | -52.8679 |
Avg Daily Profit (%) | 0.2158 | 0.1829 | 0.0329 | 0.0904 | 0.107 | -0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146935 | -88818 | -67503 | -637194 | -312586 | -378427 |
Profit Factor | 1.542 | 1.8331 | 1.1842 | 1.1194 | 1.3019 | 0.9211 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 53.6842 | 56.25 | 51.0638 | 53.6842 | 56.25 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.3303 | 1.4258 | 1.1349 | 0.9658 | 1.0126 | 0.8827 |
Largest Winning Trade | 84335 | 84335 | 25050 | 116878 | 116878 | 104443 |
Largest Losing Trade | -43955 | -43955 | -42010 | -219137 | -172050 | -219137 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 43 | 64 | 23 | 43 | 64 | 23 |
Bars Traded | 4094 | 2443 | 1651 | 4094 | 2443 | 1651 |
Profit Streak | 7.8759 | 55.3759 | 0 | 7.8759 | 55.3759 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386119 | 422044 | -169200 | -161755 | -48143 | -580558 |
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{ "first_band": { "type": "linreg", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 4.5865 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 4.5865 } } }
# | 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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