Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274213.2635 | 1248078.7515 | 26134.512 | 1515919.697 | 1513216.4846 | 2703.2124 |
Total P&L (%) | 1274.2133 | 1248.0788 | 26.1345 | 1515.9197 | 1513.2165 | 2.7032 |
Avg Daily Profit (%) | 0.6999 | 0.6855 | 0.0144 | 0.1529 | 0.1529 | 0.0015 |
Buy And Hold Return (%) | 645.9543 | 645.9543 | 645.9543 | 645.9543 | 645.9543 | 645.9543 |
Max Trade Drawdown | -122554 | -78473 | -135605 | -2339471 | -1853591 | -1040354 |
Profit Factor | 2.402 | 3.7089 | 1.0583 | 1.1637 | 1.3182 | 1.0006 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 45.977 | 42.5287 | 49.4253 | 45.977 | 42.5287 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.8223 | 5.0121 | 1.0829 | 1.3673 | 1.7813 | 1.0239 |
Largest Winning Trade | 691061 | 691061 | 71137 | 1556203 | 1556203 | 674781 |
Largest Losing Trade | -33012 | -33012 | -31270 | -512025 | -512025 | -397927 |
Avg Bars in Trades | 123 | 128 | 117 | 123 | 128 | 117 |
Avg Bars in Winners | 175 | 184 | 168 | 175 | 184 | 168 |
Avg Bars in Losers | 78 | 87 | 68 | 78 | 87 | 68 |
Bars Traded | 21463 | 11207 | 10255 | 21463 | 11207 | 10255 |
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 | 329809 | 304822 | -496368 | -38099 | 39918 | -577043 |
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.63807 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 104, "multiplier": 4.19968 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.63807 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 104, "multiplier": 4.19968 } } }
# | 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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