Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536453.7281 | 1458068.1525 | 78385.5756 | 4360065.321 | 3210578.5337 | 1149486.7874 |
Total P&L (%) | 1536.4537 | 1458.0682 | 78.3856 | 4360.0653 | 3210.5785 | 1149.4868 |
Avg Daily Profit (%) | 0.8427 | 0.7997 | 0.043 | 0.2085 | 0.1921 | 0.1386 |
Buy And Hold Return (%) | 684.3093 | 684.3093 | 684.3093 | 684.3093 | 684.3093 | 684.3093 |
Max Trade Drawdown | -104958 | -92640 | -86220 | -4298869 | -4349501 | -2165567 |
Profit Factor | 3.3829 | 5.5444 | 1.242 | 1.3099 | 1.4014 | 1.1893 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 41.5094 | 51.8519 | 46.729 | 41.5094 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.8565 | 7.8126 | 1.1533 | 1.4932 | 1.9747 | 1.1043 |
Largest Winning Trade | 984078 | 984078 | 64801 | 3429736 | 3429736 | 2016258 |
Largest Losing Trade | -47365 | -22286 | -47365 | -1755276 | -1755276 | -934419 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 5275 | 2477 | 2798 | 5275 | 2477 | 2798 |
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 | 483500 | -168017 | -481350 | 246528 | -175179 | -208749 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 3.41756 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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