Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1454472.1891 | 1383111.5514 | 71360.6377 | 4651302.2456 | 7822675.0719 | -3171372.8263 |
Total P&L (%) | 1454.4722 | 1383.1116 | 71.3606 | 4651.3022 | 7822.6751 | -3171.3728 |
Avg Daily Profit (%) | 0.8011 | 0.7618 | 0.0393 | 0.2129 | 0.2411 | 0 |
Buy And Hold Return (%) | 558.9262 | 558.9262 | 558.9262 | 558.9262 | 558.9262 | 558.9262 |
Max Trade Drawdown | -78074 | -69650 | -56276 | -8691805 | -4674190 | -7083887 |
Profit Factor | 2.9163 | 4.9753 | 1.1736 | 1.1209 | 1.4675 | 0.854 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 45.8647 | 43.9394 | 47.7612 | 45.8647 | 43.9394 | 47.7612 |
Ratio Avg Win / Avg Loss | 3.4422 | 6.3478 | 1.2836 | 1.3231 | 1.8724 | 0.9341 |
Largest Winning Trade | 972357 | 972357 | 66893 | 3010267 | 3010267 | 2136449 |
Largest Losing Trade | -29251 | -23188 | -29251 | -3601215 | -1719137 | -3601215 |
Avg Bars in Trades | 40 | 37 | 42 | 40 | 37 | 42 |
Avg Bars in Winners | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5351 | 2483 | 2868 | 5351 | 2483 | 2868 |
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 | 504536 | -109923 | -453583 | -80602 | -116207 | -698606 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.70473 } }, "second_band": { "type": "ohlc4", "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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