Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1254930.8928 | 1209020.548 | 45910.3447 | 1525947.9518 | 2247948.433 | -722000.4811 |
Total P&L (%) | 1254.9309 | 1209.0205 | 45.9103 | 1525.948 | 2247.9484 | -722.0005 |
Avg Daily Profit (%) | 0.687 | 0.6619 | 0.0251 | 0.1528 | 0.1729 | 0 |
Buy And Hold Return (%) | 672.6093 | 672.6093 | 672.6093 | 672.6093 | 672.6093 | 672.6093 |
Max Trade Drawdown | -180678 | -155571 | -74344 | -2530335 | -1922793 | -1443841 |
Profit Factor | 2.4491 | 3.2927 | 1.1356 | 1.1661 | 1.4207 | 0.8122 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 52.2167 | 47.5248 | 56.8627 | 52.2167 | 47.5248 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.2412 | 3.6356 | 0.8615 | 1.0671 | 1.5687 | 0.6161 |
Largest Winning Trade | 706392 | 706392 | 25978 | 1473156 | 1473156 | 217060 |
Largest Losing Trade | -56358 | -56358 | -28728 | -720471 | -720471 | -690947 |
Avg Bars in Trades | 52 | 86 | 18 | 52 | 86 | 18 |
Avg Bars in Winners | 62 | 113 | 21 | 62 | 113 | 21 |
Avg Bars in Losers | 40 | 61 | 15 | 40 | 61 | 15 |
Bars Traded | 10598 | 8704 | 1894 | 10598 | 8704 | 1894 |
Profit Streak | 0 | 96.9694 | 0 | 0 | 96.9694 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375604 | 365453 | -397255 | -33936 | 253523 | -579892 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.31575 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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