Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174882.1688 | 1368027.3078 | -193145.139 | -99082.0744 | 717534.1035 | -816616.1779 |
Total P&L (%) | 1174.8822 | 1368.0273 | -193.1451 | -99.0821 | 717.5341 | -816.6162 |
Avg Daily Profit (%) | 0.4947 | 0.5761 | -0.0813 | -0.1973 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -361492 | -233418 | -284430 | -1738837 | -903979 | -860018 |
Profit Factor | 1.7846 | 2.3249 | 0.5846 | 0.9549 | 1.5662 | 0.1195 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Losing Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Profitability (%) | 38.2979 | 42.5532 | 34.0426 | 38.2979 | 42.5532 | 34.0426 |
Ratio Avg Win / Avg Loss | 2.8752 | 3.1387 | 1.1326 | 1.5384 | 2.1143 | 0.2316 |
Largest Winning Trade | 1092982 | 1092982 | 33722 | 1593752 | 1593752 | 22737 |
Largest Losing Trade | -59147 | -59147 | -50887 | -412437 | -357740 | -412437 |
Avg Bars in Trades | 74 | 134 | 13 | 74 | 134 | 13 |
Avg Bars in Winners | 106 | 173 | 21 | 106 | 173 | 21 |
Avg Bars in Losers | 54 | 105 | 9 | 54 | 105 | 9 |
Bars Traded | 13927 | 12636 | 1291 | 13927 | 12636 | 1291 |
Profit Streak | 49.1432 | 94.3098 | 49.1432 | 49.1432 | 94.3098 | 49.1432 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409137 | 483804 | -584779 | -580576 | -73789 | -586445 |
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{ "first_band": { "type": "bbl", "factors": { "length": 144, "offset": 0, "std": 1.44143 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.75078 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 144, "offset": 0, "std": 1.44143 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.75078 } } }
# | 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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