Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586380.181 | 1452894.6182 | 133485.5628 | 10890449.6949 | 12222574.5571 | -1332124.8622 |
Total P&L (%) | 1586.3802 | 1452.8946 | 133.4856 | 10890.4497 | 12222.5746 | -1332.1249 |
Avg Daily Profit (%) | 0.8751 | 0.8015 | 0.0736 | 0.2596 | 0.2659 | 0 |
Buy And Hold Return (%) | 429.8081 | 429.8081 | 429.8081 | 429.8081 | 429.8081 | 429.8081 |
Max Trade Drawdown | -79681 | -72441 | -80521 | -8764835 | -6184203 | -6942070 |
Profit Factor | 2.4027 | 3.501 | 1.2427 | 1.1444 | 1.323 | 0.9646 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Profitability (%) | 48.265 | 44.9367 | 51.5723 | 48.265 | 44.9367 | 51.5723 |
Ratio Avg Win / Avg Loss | 2.5754 | 4.2899 | 1.1669 | 1.2267 | 1.6212 | 0.9057 |
Largest Winning Trade | 992266 | 992266 | 45121 | 3673669 | 3673669 | 3436810 |
Largest Losing Trade | -32059 | -20737 | -32059 | -2484559 | -1845652 | -2484559 |
Avg Bars in Trades | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Winners | 92 | 99 | 86 | 92 | 99 | 86 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 21553 | 10844 | 10709 | 21553 | 10844 | 10709 |
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 | 586600 | 554150 | -260190 | -52149 | 296641 | -580296 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 4.73221 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 4.73221 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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