Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928796.2401 | 830979.1982 | 97817.0418 | 6789766.3989 | 6406328.8434 | 383437.5555 |
Total P&L (%) | 928.7962 | 830.9792 | 97.817 | 6789.7664 | 6406.3288 | 383.4376 |
Avg Daily Profit (%) | 0.5029 | 0.4499 | 0.053 | 0.2294 | 0.2263 | 0.0854 |
Buy And Hold Return (%) | 517.8378 | 517.8378 | 517.8378 | 517.8378 | 517.8378 | 517.8378 |
Max Trade Drawdown | -94487 | -38117 | -59808 | -6134594 | -3019352 | -3700968 |
Profit Factor | 2.7206 | 4.2473 | 1.3445 | 1.3066 | 1.5718 | 1.035 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 59.596 | 58 | 61.2245 | 59.596 | 58 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.8445 | 3.0756 | 0.8515 | 0.8858 | 1.1382 | 0.6555 |
Largest Winning Trade | 263952 | 263952 | 69957 | 5033062 | 5033062 | 3398837 |
Largest Losing Trade | -44784 | -33560 | -44784 | -2078512 | -2048766 | -2078512 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 28 | 32 | 25 | 28 | 32 | 25 |
Bars Traded | 3536 | 1812 | 1724 | 3536 | 1812 | 1724 |
Profit Streak | 50.8243 | 71.3243 | 0 | 50.8243 | 71.3243 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346469 | -170567 | -287730 | 317473 | -168452 | -426871 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.19908 } }, "second_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 928796.2400743621, 830979.1982489458, 97817.0418254164, 6789766.398860062, 6406328.843390006, 383437.5554700568 ], [ 928.79624, 830.979198, 97.817042, 6789.766399, 6406.328843, 383.437555 ], [ 0.502867, 0.449908, 0.05296, 0.229425, 0.226317, 0.085351 ], [ 517.837838, 517.837838, 517.837838, 517.837838, 517.837838, 517.837838 ], [ -94487, -38117, -59808, -6134594, -3019352, -3700968 ], [ 2.720568, 4.24728, 1.344524, 1.306613, 1.571776, 1.035049 ], [ 99, 50, 49, 99, 50, 49 ], [ 59, 29, 30, 59, 29, 30 ], [ 40, 21, 19, 40, 21, 19 ], [ 59.59596, 58, 61.22449, 59.59596, 58, 61.22449 ], [ 1.844453, 3.075617, 0.851532, 0.885839, 1.138183, 0.655531 ], [ 263952, 263952, 69957, 5033062, 5033062, 3398837 ], [ -44784, -33560, -44784, -2078512, -2048766, -2078512 ], [ 35, 36, 35, 35, 36, 35 ], [ 40, 39, 41, 40, 39, 41 ], [ 28, 32, 25, 28, 32, 25 ], [ 3536, 1812, 1724, 3536, 1812, 1724 ], [ 50.824305, 71.324305, 0, 50.824305, 71.324305, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346469, -170567, -287730, 317473, -168452, -426871 ] ] }
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.19908 } }, "second_band": { "type": "zlma", "factors": { "length": 112, "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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