Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357614.0593 | 337452.6774 | 20161.3818 | 7495.9097 | 54097.9016 | -46601.9919 |
Total P&L (%) | 357.6141 | 337.4527 | 20.1614 | 7.4959 | 54.0979 | -46.602 |
Avg Daily Profit (%) | 0.1522 | 0.1436 | 0.0086 | 0.0031 | 0.0184 | -0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147982 | -68647 | -227245 | -144444 | -126099 | -144296 |
Profit Factor | 1.3568 | 1.7402 | 1.0369 | 1.0089 | 1.1373 | 0.8956 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 54.5977 | 52.8736 | 56.3218 | 54.5977 | 52.8736 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.1283 | 1.551 | 0.8041 | 0.839 | 1.0137 | 0.6946 |
Largest Winning Trade | 212851 | 212851 | 38831 | 52599 | 52599 | 51409 |
Largest Losing Trade | -47926 | -37575 | -47926 | -52782 | -52782 | -42946 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 26 | 20 | 30 | 26 | 20 | 30 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 4568 | 2019 | 2549 | 4568 | 2019 | 2549 |
Profit Streak | 12.2615 | 12.2615 | 55.7615 | 12.2615 | 12.2615 | 55.7615 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378485 | 104518 | -368406 | -563995 | -237874 | -579440 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 3.29382 } }, "second_band": { "type": "linreg", "factors": { "length": 119, "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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