Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057119.3626 | 894433.5281 | 162685.8345 | 36580481.1975 | 42316228.8002 | -5735747.6027 |
Total P&L (%) | 1057.1194 | 894.4335 | 162.6858 | 36580.4812 | 42316.2288 | -5735.7476 |
Avg Daily Profit (%) | 0.5794 | 0.4902 | 0.0892 | 0.3242 | 0.3322 | 0 |
Buy And Hold Return (%) | 671.9493 | 671.9493 | 671.9493 | 671.9493 | 671.9493 | 671.9493 |
Max Trade Drawdown | -91878 | -50895 | -76934 | -39773923 | -25917731 | -29041451 |
Profit Factor | 2.2804 | 3.503 | 1.3474 | 1.2201 | 1.5821 | 0.9386 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 55.3846 | 55.6701 | 55.102 | 55.3846 | 55.6701 | 55.102 |
Ratio Avg Win / Avg Loss | 1.837 | 2.7894 | 1.0979 | 0.9829 | 1.2599 | 0.7648 |
Largest Winning Trade | 258343 | 258343 | 70925 | 13310652 | 11593110 | 13310652 |
Largest Losing Trade | -30124 | -23842 | -30124 | -14447136 | -11647292 | -14447136 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 7112 | 3213 | 3899 | 7112 | 3213 | 3899 |
Profit Streak | 11.3534 | 19.6034 | 11.3534 | 11.3534 | 19.6034 | 11.3534 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313117 | -44555 | -238317 | 354173 | 430993 | -579774 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.21469 } }, "second_band": { "type": "linreg", "factors": { "length": 35, "offset": 0 } } }
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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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