Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186524.9766 | 1252849.5285 | -66324.5519 | -16510.9351 | 370038.4711 | -386549.4062 |
Total P&L (%) | 1186.525 | 1252.8495 | -66.3246 | -16.5109 | 370.0385 | -386.5494 |
Avg Daily Profit (%) | 0.6429 | 0.6788 | -0.0359 | -0.0098 | 0.0839 | 0 |
Buy And Hold Return (%) | 531.4865 | 531.4865 | 531.4865 | 531.4865 | 531.4865 | 531.4865 |
Max Trade Drawdown | -170573 | -88745 | -105357 | -519717 | -207115 | -504083 |
Profit Factor | 2.7557 | 4.9958 | 0.8169 | 0.9875 | 1.7126 | 0.5199 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 41.5584 | 46.1538 | 36.8421 | 41.5584 | 46.1538 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.8752 | 5.8284 | 1.4004 | 1.3887 | 1.998 | 0.8913 |
Largest Winning Trade | 723997 | 723997 | 72584 | 310636 | 310636 | 103394 |
Largest Losing Trade | -89159 | -47725 | -89159 | -373081 | -72936 | -373081 |
Avg Bars in Trades | 140 | 142 | 138 | 140 | 142 | 138 |
Avg Bars in Winners | 203 | 191 | 220 | 203 | 191 | 220 |
Avg Bars in Losers | 95 | 101 | 90 | 95 | 101 | 90 |
Bars Traded | 10817 | 5566 | 5251 | 10817 | 5566 | 5251 |
Profit Streak | 0 | 0 | 31.3935 | 0 | 0 | 31.3935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37818 | 501826 | -583674 | -628671 | -244963 | -585341 |
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 37, "a": 0.68557 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.59898 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 37, "a": 0.68557 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.59898 } } }
# | 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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