Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502106.0452 | 451909.3893 | 50196.6559 | 110126.039 | 250618.9248 | -140492.8858 |
Total P&L (%) | 502.106 | 451.9094 | 50.1967 | 110.126 | 250.6189 | -140.4929 |
Avg Daily Profit (%) | 0.2133 | 0.192 | 0.0213 | 0.0316 | 0.0533 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160568 | -128713 | -60538 | -1321610 | -963220 | -462634 |
Profit Factor | 1.5383 | 1.7108 | 1.169 | 1.0256 | 1.0863 | 0.8991 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 49.3274 | 44.1441 | 54.4643 | 49.3274 | 44.1441 | 54.4643 |
Ratio Avg Win / Avg Loss | 1.5802 | 2.1647 | 0.9773 | 1.0536 | 1.3745 | 0.7517 |
Largest Winning Trade | 266349 | 266349 | 24178 | 885625 | 885625 | 166989 |
Largest Losing Trade | -58369 | -58369 | -31063 | -353833 | -353833 | -155431 |
Avg Bars in Trades | 40 | 71 | 10 | 40 | 71 | 10 |
Avg Bars in Winners | 49 | 98 | 9 | 49 | 98 | 9 |
Avg Bars in Losers | 32 | 49 | 11 | 32 | 49 | 11 |
Bars Traded | 9121 | 7929 | 1192 | 9121 | 7929 | 1192 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421502 | 297320 | -201412 | -342163 | -249864 | -580177 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.25498 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 2.25498 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "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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