Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440646.7167 | 1416857.0031 | 23789.7136 | 2134560.4522 | 4665731.2669 | -2531170.8147 |
Total P&L (%) | 1440.6467 | 1416.857 | 23.7897 | 2134.5605 | 4665.7313 | -2531.1708 |
Avg Daily Profit (%) | 0.7885 | 0.7755 | 0.013 | 0.1702 | 0.2117 | 0 |
Buy And Hold Return (%) | 870.3512 | 870.3512 | 870.3512 | 870.3512 | 870.3512 | 870.3512 |
Max Trade Drawdown | -123867 | -73026 | -90278 | -4655099 | -2742420 | -4393324 |
Profit Factor | 3.2919 | 6.4716 | 1.0644 | 1.1339 | 1.7751 | 0.7448 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 41.6667 | 45.2381 | 38.0952 | 41.6667 | 45.2381 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.6087 | 7.834 | 1.7296 | 1.5875 | 2.1488 | 1.2103 |
Largest Winning Trade | 1059493 | 1059493 | 71175 | 2396613 | 2396613 | 858081 |
Largest Losing Trade | -44173 | -29075 | -44173 | -1678556 | -1041136 | -1678556 |
Avg Bars in Trades | 63 | 50 | 76 | 63 | 50 | 76 |
Avg Bars in Winners | 106 | 77 | 140 | 106 | 77 | 140 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 5352 | 2120 | 3232 | 5352 | 2120 | 3232 |
Profit Streak | 44.966 | 100.6326 | 0 | 44.966 | 100.6326 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277679 | 405546 | -494428 | -70641 | 344197 | -583697 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 3.83801 } }, "second_band": { "type": "hlc3", "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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