Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -329592.5036 | 159288.5163 | -488881.0199 | 7783361.7385 | 3033240.5216 | 4750121.2169 |
Total P&L (%) | -329.5925 | 159.2885 | -488.881 | 7783.3617 | 3033.2405 | 4750.1212 |
Avg Daily Profit (%) | -0.1807 | 0.0873 | -0.268 | 0.2397 | 0.189 | 0.213 |
Buy And Hold Return (%) | 167.3279 | 167.3279 | 167.3279 | 167.3279 | 167.3279 | 167.3279 |
Max Trade Drawdown | -572208 | -69283 | -593909 | -8591647 | -2955938 | -6168050 |
Profit Factor | 0.7094 | 1.7609 | 0.4715 | 1.4552 | 1.4425 | 1.4637 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 49 | 26 | 23 | 33 | 18 | 15 |
Losing Trades | 26 | 12 | 14 | 42 | 20 | 22 |
Profitability (%) | 65.3333 | 68.4211 | 62.1622 | 44 | 47.3684 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.3764 | 0.8127 | 0.287 | 1.8521 | 1.6028 | 2.1468 |
Largest Winning Trade | 76699 | 76699 | 42188 | 6619846 | 2297233 | 6619846 |
Largest Losing Trade | -553610 | -54461 | -553610 | -2955938 | -2955938 | -2860324 |
Avg Bars in Trades | 43 | 32 | 55 | 43 | 32 | 55 |
Avg Bars in Winners | 30 | 27 | 34 | 43 | 32 | 55 |
Avg Bars in Losers | 68 | 43 | 90 | 44 | 33 | 54 |
Bars Traded | 3292 | 1244 | 2048 | 3292 | 1244 | 2048 |
Profit Streak | 41.5975 | 200.0975 | 41.5975 | 41.5975 | 200.0975 | 41.5975 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638365 | -237770 | -578645 | -51665 | 374842 | 259971 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 75, "offset": 0, "multiplier": 3.17399 } }, "second_band": { "type": "linreg", "factors": { "length": 238, "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) |
---|