Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153128.6722 | 370205.0469 | -217076.3747 | -99970.3088 | -4293.0906 | -95677.2182 |
Total P&L (%) | 153.1287 | 370.205 | -217.0764 | -99.9703 | -4.2931 | -95.6772 |
Avg Daily Profit (%) | 0.0644 | 0.1558 | -0.0914 | -0.3413 | -0.0018 | -0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208016 | -101002 | -378512 | -133193 | -72022 | -101461 |
Profit Factor | 1.0772 | 1.5197 | 0.8294 | 0.7223 | 0.9698 | 0.5606 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 173 | 85 | 88 | 165 | 82 | 83 |
Losing Trades | 138 | 70 | 68 | 146 | 73 | 73 |
Profitability (%) | 55.627 | 54.8387 | 56.4103 | 53.0547 | 52.9032 | 53.2051 |
Ratio Avg Win / Avg Loss | 0.8592 | 1.2515 | 0.6409 | 0.6391 | 0.8634 | 0.4931 |
Largest Winning Trade | 57270 | 57270 | 54314 | 27509 | 27509 | 21508 |
Largest Losing Trade | -154651 | -60738 | -154651 | -70172 | -43065 | -70172 |
Avg Bars in Trades | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Winners | 13 | 8 | 18 | 14 | 11 | 16 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 12 | 19 |
Bars Traded | 4651 | 1849 | 2801 | 4651 | 1849 | 2801 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241564 | 353943 | -579407 | -578477 | -579867 | -579822 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.25735 } }, "second_band": { "type": "linreg", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 89, "offset": 0, "multiplier": 1.25735 } }, "second_band": { "type": "linreg", "factors": { "length": 76, "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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