Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2500936.5943 | 2573371.0778 | -72434.4835 | 22794.588 | 1492252.3362 | -1469457.7482 |
Total P&L (%) | 2500.9366 | 2573.3711 | -72.4345 | 22.7946 | 1492.2523 | -1469.4577 |
Avg Daily Profit (%) | 1.1222 | 1.1547 | -0.0325 | 0.0092 | 0.1243 | 0 |
Buy And Hold Return (%) | 404 | 404 | 404 | 404 | 404 | 404 |
Max Trade Drawdown | -250492 | -197502 | -102926 | -3363094 | -2009791 | -1896002 |
Profit Factor | 5.2652 | 8.171 | 0.6816 | 1.0043 | 1.5263 | 0.3927 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 44 | 40.5405 | 47.3684 | 44 | 40.5405 | 47.3684 |
Ratio Avg Win / Avg Loss | 6.7012 | 11.9841 | 0.7573 | 1.2782 | 2.2386 | 0.4364 |
Largest Winning Trade | 2689973 | 2689973 | 14134 | 2932047 | 2932047 | 383381 |
Largest Losing Trade | -46960 | -46960 | -39067 | -1356267 | -784817 | -1356267 |
Avg Bars in Trades | 83 | 148 | 19 | 83 | 148 | 19 |
Avg Bars in Winners | 97 | 196 | 15 | 97 | 196 | 15 |
Avg Bars in Losers | 72 | 116 | 22 | 72 | 116 | 22 |
Bars Traded | 6253 | 5511 | 742 | 6253 | 5511 | 742 |
Profit Streak | 0 | 41.7463 | 0 | 0 | 41.7463 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42715 | 664525 | -581510 | -625665 | -29742 | -581510 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 4.09119 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 4.5149 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 123, "offset": 0, "multiplier": 4.09119 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 4.5149 } } }
# | 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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