Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156252.1954 | 1058065.1447 | 98187.0507 | 4683620.6075 | 2524074.8597 | 2159545.7478 |
Total P&L (%) | 1156.2522 | 1058.0651 | 98.1871 | 4683.6206 | 2524.0749 | 2159.5457 |
Avg Daily Profit (%) | 0.6331 | 0.5794 | 0.0538 | 0.212 | 0.1791 | 0.1709 |
Buy And Hold Return (%) | 716.7806 | 716.7806 | 716.7806 | 716.7806 | 716.7806 | 716.7806 |
Max Trade Drawdown | -138381 | -134111 | -35449 | -4477912 | -4430196 | -594608 |
Profit Factor | 4.3585 | 5.155 | 2.0956 | 1.6049 | 1.379 | 2.9943 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 62.2951 | 53.3333 | 70.9677 | 62.2951 | 53.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 2.6381 | 4.5106 | 0.8573 | 0.9714 | 1.2066 | 1.2249 |
Largest Winning Trade | 495379 | 495379 | 30280 | 3268250 | 3268250 | 439662 |
Largest Losing Trade | -64109 | -64109 | -21388 | -3386176 | -3386176 | -323175 |
Avg Bars in Trades | 112 | 210 | 17 | 112 | 210 | 17 |
Avg Bars in Winners | 139 | 303 | 19 | 139 | 303 | 19 |
Avg Bars in Losers | 68 | 103 | 13 | 68 | 103 | 13 |
Bars Traded | 6857 | 6307 | 550 | 6857 | 6307 | 550 |
Profit Streak | 221.8622 | 221.8622 | 724.8622 | 221.8622 | 221.8622 | 724.8622 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153403 | 104425 | -281357 | -154910 | 256919 | 490716 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.57359 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.57359 } }, "second_band": { "type": "dcu", "factors": { "length": 34, "offset": 0 } } }
# | 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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