Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036744.2918 | 1098549.3058 | -61805.014 | 68592.7489 | 486260.4811 | -417667.7321 |
Total P&L (%) | 1036.7443 | 1098.5493 | -61.805 | 68.5927 | 486.2605 | -417.6677 |
Avg Daily Profit (%) | 0.5707 | 0.6048 | -0.034 | 0.0288 | 0.0974 | 0 |
Buy And Hold Return (%) | 609.6503 | 609.6503 | 609.6503 | 609.6503 | 609.6503 | 609.6503 |
Max Trade Drawdown | -162497 | -74198 | -186041 | -409300 | -125889 | -432147 |
Profit Factor | 2.492 | 4.8667 | 0.8495 | 1.0701 | 2.5864 | 0.3781 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 43.8356 | 41.6667 | 45.9459 | 43.8356 | 41.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.1929 | 6.8134 | 0.9994 | 1.3711 | 3.6209 | 0.4449 |
Largest Winning Trade | 720828 | 720828 | 68745 | 375172 | 375172 | 72661 |
Largest Losing Trade | -78498 | -33560 | -78498 | -335362 | -43169 | -335362 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 70 | 56 | 83 | 70 | 56 | 83 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 3488 | 1465 | 2023 | 3488 | 1465 | 2023 |
Profit Streak | 0 | 165.1755 | 0 | 0 | 165.1755 | 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 | -71603 | 313519 | -582349 | -542305 | -226048 | -582349 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 3.61283 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 3.61283 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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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