Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062127.3029 | 1183147.1525 | -121019.8496 | -71601.0172 | 230095.3513 | -301696.3685 |
Total P&L (%) | 1062.1273 | 1183.1472 | -121.0199 | -71.601 | 230.0954 | -301.6964 |
Avg Daily Profit (%) | 0.578 | 0.6438 | -0.0659 | -0.0685 | 0.065 | 0 |
Buy And Hold Return (%) | 613.9211 | 613.9211 | 613.9211 | 613.9211 | 613.9211 | 613.9211 |
Max Trade Drawdown | -203278 | -93210 | -140079 | -460411 | -180223 | -318399 |
Profit Factor | 2.4552 | 4.2786 | 0.672 | 0.911 | 1.6611 | 0.3385 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 36.1111 | 38.8889 | 33.3333 | 36.1111 | 38.8889 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.3438 | 6.7236 | 1.3441 | 1.6117 | 2.6104 | 0.677 |
Largest Winning Trade | 715284 | 715284 | 73056 | 311763 | 311763 | 52386 |
Largest Losing Trade | -91237 | -48293 | -91237 | -191699 | -171333 | -191699 |
Avg Bars in Trades | 148 | 145 | 150 | 148 | 145 | 150 |
Avg Bars in Winners | 236 | 215 | 261 | 236 | 215 | 261 |
Avg Bars in Losers | 97 | 100 | 95 | 97 | 100 | 95 |
Bars Traded | 10657 | 5234 | 5423 | 10657 | 5234 | 5423 |
Profit Streak | 0 | 119.9047 | 0 | 0 | 119.9047 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81920 | 300891 | -585594 | -667179 | -272127 | -587261 |
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{ "first_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.48092 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 4.24277 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1062127.3029331116, 1183147.152491948, -121019.8495588369, -71601.0171927524, 230095.351284704, -301696.3684774566 ], [ 1062.127303, 1183.147152, -121.01985, -71.601017, 230.095351, -301.696368 ], [ 0.577975, 0.64383, -0.065855, -0.068477, 0.065006, 0 ], [ 613.921114, 613.921114, 613.921114, 613.921114, 613.921114, 613.921114 ], [ -203278, -93210, -140079, -460411, -180223, -318399 ], [ 2.455208, 4.278626, 0.672045, 0.910956, 1.661137, 0.3385 ], [ 72, 36, 36, 72, 36, 36 ], [ 26, 14, 12, 26, 14, 12 ], [ 46, 22, 24, 46, 22, 24 ], [ 36.111111, 38.888889, 33.333333, 36.111111, 38.888889, 33.333333 ], [ 4.34383, 6.723555, 1.344089, 1.611692, 2.610358, 0.677 ], [ 715284, 715284, 73056, 311763, 311763, 52386 ], [ -91237, -48293, -91237, -191699, -171333, -191699 ], [ 148, 145, 150, 148, 145, 150 ], [ 236, 215, 261, 236, 215, 261 ], [ 97, 100, 95, 97, 100, 95 ], [ 10657, 5234, 5423, 10657, 5234, 5423 ], [ 0, 119.904658, 0, 0, 119.904658, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81920, 300891, -585594, -667179, -272127, -587261 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.48092 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 4.24277 } } }
# | 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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