Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285984.4025 | 1246179.7141 | 39804.6884 | 2193500.2908 | 1930616.8508 | 262883.44 |
Total P&L (%) | 1285.9844 | 1246.1797 | 39.8047 | 2193.5003 | 1930.6169 | 262.8834 |
Avg Daily Profit (%) | 0.7061 | 0.6843 | 0.0219 | 0.1722 | 0.1655 | 0.0708 |
Buy And Hold Return (%) | 637.3047 | 637.3047 | 637.3047 | 637.3047 | 637.3047 | 637.3047 |
Max Trade Drawdown | -112772 | -82303 | -79559 | -3691294 | -2018543 | -2704199 |
Profit Factor | 2.6783 | 4.1549 | 1.1072 | 1.1759 | 1.3133 | 1.0417 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Profitability (%) | 39.6552 | 43.6782 | 35.6322 | 39.6552 | 43.6782 | 35.6322 |
Ratio Avg Win / Avg Loss | 4.0757 | 5.3576 | 2.0001 | 1.7895 | 1.6935 | 1.8818 |
Largest Winning Trade | 734169 | 734169 | 73778 | 2908069 | 2908069 | 1672650 |
Largest Losing Trade | -23770 | -23770 | -18209 | -787169 | -600359 | -787169 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 109 | 85 | 138 | 109 | 85 | 138 |
Avg Bars in Losers | 30 | 38 | 23 | 30 | 38 | 23 |
Bars Traded | 10720 | 5139 | 5581 | 10720 | 5139 | 5581 |
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 | 273290 | 337887 | -436821 | -23907 | 113543 | -443650 |
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.48287 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 1.42421 } } }
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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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