Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479669.6239 | 1426920.0749 | 52749.549 | 3165365.3008 | 3784687.8292 | -619322.5284 |
Total P&L (%) | 1479.6696 | 1426.9201 | 52.7495 | 3165.3653 | 3784.6878 | -619.3225 |
Avg Daily Profit (%) | 0.8146 | 0.7855 | 0.029 | 0.1921 | 0.2017 | 0 |
Buy And Hold Return (%) | 559.6909 | 559.6909 | 559.6909 | 559.6909 | 559.6909 | 559.6909 |
Max Trade Drawdown | -152534 | -76869 | -79597 | -4101993 | -3030340 | -1679129 |
Profit Factor | 3.6938 | 6.4458 | 1.1836 | 1.27 | 1.6388 | 0.8932 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 39.4737 | 41.0256 | 40.2597 | 39.4737 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.4811 | 9.8836 | 1.7015 | 1.8845 | 2.5129 | 1.284 |
Largest Winning Trade | 956508 | 956508 | 74355 | 4544465 | 4544465 | 1148568 |
Largest Losing Trade | -50421 | -32495 | -50421 | -1105716 | -1105716 | -1100190 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 3480 | 1614 | 1866 | 3480 | 1614 | 1866 |
Profit Streak | 0 | 91.4086 | 0 | 0 | 91.4086 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33477 | 523342 | -340765 | -41980 | 269095 | -582580 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.00095 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.00095 } }, "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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