Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010463.538 | 1068783.0634 | -58319.5254 | 187887.8478 | 474011.9212 | -286124.0734 |
Total P&L (%) | 1010.4635 | 1068.7831 | -58.3195 | 187.8878 | 474.0119 | -286.1241 |
Avg Daily Profit (%) | 0.5555 | 0.5876 | -0.0321 | 0.0581 | 0.0961 | 0 |
Buy And Hold Return (%) | 569.7039 | 569.7039 | 569.7039 | 569.7039 | 569.7039 | 569.7039 |
Max Trade Drawdown | -163780 | -110033 | -119385 | -1385674 | -949173 | -874275 |
Profit Factor | 2.1163 | 3.3705 | 0.8716 | 1.0393 | 1.188 | 0.8732 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Profitability (%) | 44.8454 | 47.4227 | 42.268 | 44.8454 | 47.4227 | 42.268 |
Ratio Avg Win / Avg Loss | 2.6028 | 3.7369 | 1.1905 | 1.2783 | 1.3172 | 1.1926 |
Largest Winning Trade | 663276 | 663276 | 65894 | 551620 | 551620 | 340290 |
Largest Losing Trade | -51886 | -43481 | -51886 | -317515 | -309198 | -317515 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 5316 | 2717 | 2599 | 5316 | 2717 | 2599 |
Profit Streak | 0 | 61.5987 | 0 | 0 | 61.5987 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 215712 | 378282 | -582135 | -459025 | -243712 | -582135 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 88 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 3.39883 } } }
# | 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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