Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1300496.0847 | 1290673.5616 | 9822.523 | 699265.7554 | 574083.9028 | 125181.8526 |
Total P&L (%) | 1300.4961 | 1290.6736 | 9.8225 | 699.2658 | 574.0839 | 125.1819 |
Avg Daily Profit (%) | 0.7158 | 0.7104 | 0.0054 | 0.1145 | 0.1051 | 0.0447 |
Buy And Hold Return (%) | 663.5468 | 663.5468 | 663.5468 | 663.5468 | 663.5468 | 663.5468 |
Max Trade Drawdown | -161177 | -149860 | -67100 | -1281643 | -1273495 | -362592 |
Profit Factor | 3.3151 | 4.7122 | 1.0459 | 1.1823 | 1.2081 | 1.1163 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 53.1646 | 48.7179 | 57.5 | 53.1646 | 48.7179 | 57.5 |
Ratio Avg Win / Avg Loss | 2.9205 | 4.9602 | 0.773 | 1.0416 | 1.2717 | 0.8251 |
Largest Winning Trade | 681204 | 681204 | 27516 | 1341002 | 1341002 | 183274 |
Largest Losing Trade | -57363 | -57363 | -26300 | -838958 | -838958 | -198134 |
Avg Bars in Trades | 79 | 139 | 21 | 79 | 139 | 21 |
Avg Bars in Winners | 88 | 165 | 24 | 88 | 165 | 24 |
Avg Bars in Losers | 69 | 113 | 16 | 69 | 113 | 16 |
Bars Traded | 6269 | 5427 | 842 | 6269 | 5427 | 842 |
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 | -19238 | 441054 | -521812 | -239603 | -219005 | -391935 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 173, "offset": 0, "multiplier": 4.65448 } }, "second_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 4.37125 } } }
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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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