Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748448.711 | 757392.3045 | -8943.5935 | 1183530.0634 | 5338534.967 | -4155004.9036 |
Total P&L (%) | 748.4487 | 757.3923 | -8.9436 | 1183.5301 | 5338.535 | -4155.0049 |
Avg Daily Profit (%) | 0.4093 | 0.4142 | -0.0049 | 0.1397 | 0.2188 | 0 |
Buy And Hold Return (%) | 832.6311 | 832.6311 | 832.6311 | 832.6311 | 832.6311 | 832.6311 |
Max Trade Drawdown | -164257 | -89838 | -129253 | -7176532 | -3244587 | -6759574 |
Profit Factor | 2.0909 | 3.5249 | 0.9768 | 1.0653 | 1.7602 | 0.626 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 39.5604 | 44.4444 | 34.7826 | 39.5604 | 44.4444 | 34.7826 |
Ratio Avg Win / Avg Loss | 3.1945 | 4.4061 | 1.8316 | 1.6275 | 2.2002 | 1.1737 |
Largest Winning Trade | 244413 | 244413 | 70077 | 3231089 | 3231089 | 1013600 |
Largest Losing Trade | -29353 | -26971 | -29353 | -1797804 | -844934 | -1797804 |
Avg Bars in Trades | 38 | 29 | 47 | 38 | 29 | 47 |
Avg Bars in Winners | 65 | 43 | 93 | 65 | 43 | 93 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3502 | 1331 | 2171 | 3502 | 1331 | 2171 |
Profit Streak | 0 | 101.8506 | 0 | 0 | 101.8506 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155792 | -150054 | -583844 | -192252 | 370256 | -584955 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 2.90388 } }, "second_band": { "type": "hl2", "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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