Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732226.929 | 629474.5629 | 102752.3661 | 8038249.0116 | 7908363.6617 | 129885.3499 |
Total P&L (%) | 732.2269 | 629.4746 | 102.7524 | 8038.249 | 7908.3637 | 129.8854 |
Avg Daily Profit (%) | 0.4009 | 0.3446 | 0.0563 | 0.2411 | 0.2402 | 0.0456 |
Buy And Hold Return (%) | 577.4324 | 577.4324 | 577.4324 | 577.4324 | 577.4324 | 577.4324 |
Max Trade Drawdown | -151262 | -91674 | -129525 | -4805089 | -3324810 | -3963934 |
Profit Factor | 1.5605 | 1.9602 | 1.1579 | 1.2369 | 1.4748 | 1.0075 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 216 | 110 | 106 | 216 | 110 | 106 |
Losing Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Profitability (%) | 55.3846 | 56.4103 | 54.359 | 55.3846 | 56.4103 | 54.359 |
Ratio Avg Win / Avg Loss | 1.2571 | 1.5147 | 0.9722 | 0.9964 | 1.1396 | 0.8459 |
Largest Winning Trade | 73304 | 73304 | 51941 | 1990974 | 1917896 | 1990974 |
Largest Losing Trade | -37645 | -29257 | -37645 | -1393145 | -1021195 | -1393145 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 10870 | 5197 | 5673 | 10870 | 5197 | 5673 |
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 | -67932 | -123167 | -330801 | 339680 | 399887 | -510422 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 3.49816 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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