Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567233.7442 | 626954.5071 | -59720.7629 | -9533680.0539 | 1661265.7476 | -11194945.8015 |
Total P&L (%) | 567.2337 | 626.9545 | -59.7208 | -9533.6801 | 1661.2657 | -11194.9458 |
Avg Daily Profit (%) | 0.2565 | 0.2835 | -0.027 | 0 | 0.1298 | 0 |
Buy And Hold Return (%) | 240.0465 | 240.0465 | 240.0465 | 240.0465 | 240.0465 | 240.0465 |
Max Trade Drawdown | -334669 | -84400 | -382873 | -21299024 | -11514436 | -16046923 |
Profit Factor | 1.3882 | 2.0314 | 0.93 | 0.8731 | 1.0435 | 0.697 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 130 | 59 | 71 | 112 | 62 | 50 |
Losing Trades | 107 | 59 | 48 | 125 | 56 | 69 |
Profitability (%) | 54.8523 | 50 | 59.6639 | 47.2574 | 52.5424 | 42.0168 |
Ratio Avg Win / Avg Loss | 1.1426 | 2.0314 | 0.6287 | 0.9745 | 0.9425 | 0.9618 |
Largest Winning Trade | 207992 | 207992 | 33962 | 5802616 | 5802616 | 2462380 |
Largest Losing Trade | -286286 | -39322 | -286286 | -5672890 | -5672890 | -3155261 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 27 | 35 | 21 | 24 | 28 | 20 |
Avg Bars in Losers | 26 | 26 | 26 | 29 | 33 | 25 |
Bars Traded | 6450 | 3668 | 2782 | 6450 | 3668 | 2782 |
Profit Streak | 3.414 | 0 | 13.414 | 0 | 51.414 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218229 | 320963 | -578882 | -580326 | -192646 | -583842 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 3.10866 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.12401 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 3.10866 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.12401 } } }
# | 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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