Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587614.1093 | 1513149.8471 | 74464.2622 | 4337779.5564 | 5132450.9096 | -794671.3532 |
Total P&L (%) | 1587.6141 | 1513.1498 | 74.4643 | 4337.7796 | 5132.4509 | -794.6714 |
Avg Daily Profit (%) | 0.8704 | 0.8296 | 0.0408 | 0.2082 | 0.2172 | 0 |
Buy And Hold Return (%) | 666.222 | 666.222 | 666.222 | 666.222 | 666.222 | 666.222 |
Max Trade Drawdown | -95959 | -81108 | -60268 | -9930574 | -7204717 | -5027240 |
Profit Factor | 3.0974 | 4.919 | 1.2008 | 1.1667 | 1.3656 | 0.9337 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 43.9024 | 40.9836 | 46.7742 | 43.9024 | 40.9836 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.9577 | 7.0833 | 1.3664 | 1.4908 | 1.9665 | 1.0625 |
Largest Winning Trade | 984078 | 984078 | 66893 | 6092088 | 6092088 | 2414615 |
Largest Losing Trade | -25079 | -19819 | -25079 | -2622866 | -2308754 | -2622866 |
Avg Bars in Trades | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Winners | 72 | 72 | 71 | 72 | 72 | 71 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5302 | 2522 | 2780 | 5302 | 2522 | 2780 |
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 | 459524 | -149617 | -460107 | -31419 | -155683 | -734546 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.94152 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.94152 } }, "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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