Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723440.3411 | 1592774.8414 | 130665.4997 | 16286048.3269 | 18534941.1804 | -2248892.8534 |
Total P&L (%) | 1723.4403 | 1592.7748 | 130.6655 | 16286.0483 | 18534.9412 | -2248.8929 |
Avg Daily Profit (%) | 0.9476 | 0.8758 | 0.0718 | 0.2808 | 0.2878 | 0 |
Buy And Hold Return (%) | 574.2651 | 574.2651 | 574.2651 | 574.2651 | 574.2651 | 574.2651 |
Max Trade Drawdown | -98284 | -74292 | -54794 | -38454660 | -26980066 | -17794187 |
Profit Factor | 3.7058 | 6.1111 | 1.4017 | 1.1873 | 1.4017 | 0.9449 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 46.4 | 43.5484 | 49.2063 | 46.4 | 43.5484 | 49.2063 |
Ratio Avg Win / Avg Loss | 4.2809 | 7.9218 | 1.4469 | 1.3716 | 1.8171 | 0.9754 |
Largest Winning Trade | 1016675 | 1016675 | 66205 | 22788284 | 22788284 | 9383638 |
Largest Losing Trade | -31251 | -21531 | -31251 | -11559463 | -9319248 | -11559463 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 90 | 93 | 87 | 90 | 93 | 87 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 7122 | 3566 | 3556 | 7122 | 3566 | 3556 |
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 | 574609 | -138519 | -409075 | -6810 | -146361 | -727766 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.31276 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.31276 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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