Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698262.9611 | 738894.4714 | -40631.5102 | 441431.6973 | 2788914.4623 | -2347482.765 |
Total P&L (%) | 698.263 | 738.8945 | -40.6315 | 441.4317 | 2788.9145 | -2347.4828 |
Avg Daily Profit (%) | 0.3852 | 0.4077 | -0.0224 | 0.0932 | 0.1857 | 0 |
Buy And Hold Return (%) | 523.5006 | 523.5006 | 523.5006 | 523.5006 | 523.5006 | 523.5006 |
Max Trade Drawdown | -143781 | -90716 | -126598 | -3683300 | -1338180 | -3383293 |
Profit Factor | 1.9277 | 3.31 | 0.9061 | 1.0417 | 1.6771 | 0.6376 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Profitability (%) | 42.1053 | 48.9362 | 35.4167 | 42.1053 | 48.9362 | 35.4167 |
Ratio Avg Win / Avg Loss | 2.6505 | 3.4539 | 1.6524 | 1.4323 | 1.7501 | 1.1627 |
Largest Winning Trade | 233743 | 233743 | 71405 | 1674839 | 1674839 | 586685 |
Largest Losing Trade | -37778 | -26971 | -37778 | -931894 | -540969 | -931894 |
Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
Avg Bars in Winners | 59 | 39 | 86 | 59 | 39 | 86 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3508 | 1417 | 2091 | 3508 | 1417 | 2091 |
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 | -51453 | -21963 | -583582 | -411792 | 347234 | -584693 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.72825 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.72825 } }, "second_band": { "type": "hlc3", "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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