Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856498.8096 | 839513.0444 | 16985.7652 | -46627.9946 | -92352.4095 | 45724.4149 |
Total P&L (%) | 856.4988 | 839.513 | 16.9858 | -46.628 | -92.3524 | 45.7244 |
Avg Daily Profit (%) | 0.3605 | 0.3533 | 0.0071 | -0.0264 | -0.1081 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154409 | -134177 | -117222 | -545361 | -474568 | -122613 |
Profit Factor | 1.8543 | 2.3898 | 1.0426 | 0.9673 | 0.9043 | 1.0989 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 44.6809 | 48.9362 | 40.4255 | 44.6809 | 48.9362 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.2958 | 2.4938 | 1.5365 | 1.1977 | 0.9436 | 1.6194 |
Largest Winning Trade | 682401 | 682401 | 41810 | 273576 | 273576 | 124042 |
Largest Losing Trade | -74647 | -74647 | -38333 | -187770 | -187770 | -85168 |
Avg Bars in Trades | 47 | 75 | 20 | 47 | 75 | 20 |
Avg Bars in Winners | 57 | 81 | 28 | 57 | 81 | 28 |
Avg Bars in Losers | 39 | 69 | 14 | 39 | 69 | 14 |
Bars Traded | 4484 | 3540 | 944 | 4484 | 3540 | 944 |
Profit Streak | 95.987 | 97.487 | 95.987 | 95.987 | 97.487 | 95.987 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434497 | 508605 | -367506 | -579970 | -580550 | -286841 |
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{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 4.33056 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.24521 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 4.33056 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 4.24521 } } }
# | 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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