Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252023.2863 | 172749.3879 | 79273.8984 | 269086.2494 | 336076.6646 | -66990.4152 |
Total P&L (%) | 252.0233 | 172.7494 | 79.2739 | 269.0862 | 336.0767 | -66.9904 |
Avg Daily Profit (%) | 0.242 | 0.1658 | 0.0761 | 0.1254 | 0.1415 | -0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84132 | -46965 | -83388 | -547478 | -230677 | -434089 |
Profit Factor | 1.297 | 1.4314 | 1.1769 | 1.1259 | 1.3509 | 0.9432 |
Total Trades | 473 | 237 | 236 | 473 | 237 | 236 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 268 | 137 | 131 | 268 | 137 | 131 |
Profitability (%) | 43.3404 | 42.1941 | 44.4915 | 43.3404 | 42.1941 | 44.4915 |
Ratio Avg Win / Avg Loss | 1.6956 | 1.961 | 1.4684 | 1.4719 | 1.8507 | 1.1768 |
Largest Winning Trade | 68878 | 68878 | 28893 | 250646 | 250646 | 182561 |
Largest Losing Trade | -22833 | -14668 | -22833 | -82467 | -79327 | -82467 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 24814 | 11378 | 13436 | 24814 | 11378 | 13436 |
Profit Streak | 7.3726 | 7.6643 | 0 | 7.3726 | 7.6643 | 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 | 349872 | 275530 | -118698 | -107053 | -4332 | -580574 |
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{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 2.58714 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 101, "offset": 0, "multiplier": 2.58714 } } }
# | 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) |
---|