Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347547.9783 | 257493.5133 | 90054.465 | 127454.8278 | 350667.0469 | -223212.2191 |
Total P&L (%) | 347.548 | 257.4935 | 90.0545 | 127.4548 | 350.667 | -223.2122 |
Avg Daily Profit (%) | 0.1802 | 0.1335 | 0.0467 | 0.0426 | 0.0781 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159205 | -117517 | -126278 | -2353846 | -1287966 | -1648693 |
Profit Factor | 1.2243 | 1.3557 | 1.1091 | 1.0113 | 1.0637 | 0.961 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Losing Trades | 189 | 89 | 100 | 189 | 89 | 100 |
Profitability (%) | 53.1017 | 55.7214 | 50.4951 | 53.1017 | 55.7214 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.0813 | 1.0773 | 1.0873 | 0.8932 | 0.8452 | 0.9422 |
Largest Winning Trade | 43280 | 43280 | 41125 | 735373 | 735373 | 402871 |
Largest Losing Trade | -36854 | -23419 | -36854 | -515179 | -515179 | -504607 |
Avg Bars in Trades | 28 | 20 | 36 | 28 | 20 | 36 |
Avg Bars in Winners | 26 | 13 | 40 | 26 | 13 | 40 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 11356 | 4022 | 7333 | 11356 | 4022 | 7333 |
Profit Streak | 0 | 20.5439 | 0 | 0 | 20.5439 | 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 | 354933 | -12316 | -230542 | -342917 | -238778 | -580211 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 3.33257 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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