Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477644.3143 | 304393.1452 | 173251.1691 | 1456356.9536 | 882156.5887 | 574200.3649 |
Total P&L (%) | 477.6443 | 304.3931 | 173.2512 | 1456.357 | 882.1566 | 574.2004 |
Avg Daily Profit (%) | 0.2476 | 0.1578 | 0.0898 | 0.1424 | 0.1185 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91550 | -77381 | -60116 | -1269882 | -589824 | -956244 |
Profit Factor | 1.7993 | 1.9765 | 1.606 | 1.3061 | 1.3747 | 1.2389 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 53.271 | 52.8302 | 53.7037 | 53.271 | 52.8302 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.5783 | 1.7648 | 1.3845 | 1.1457 | 1.2274 | 1.068 |
Largest Winning Trade | 79437 | 79437 | 48863 | 518288 | 518288 | 361306 |
Largest Losing Trade | -42437 | -32579 | -42437 | -597022 | -383279 | -597022 |
Avg Bars in Trades | 49 | 62 | 37 | 49 | 62 | 37 |
Avg Bars in Winners | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Losers | 40 | 63 | 16 | 40 | 63 | 16 |
Bars Traded | 5322 | 3309 | 2013 | 5322 | 3309 | 2013 |
Profit Streak | 87.1341 | 87.1341 | 117.8008 | 87.1341 | 87.1341 | 117.8008 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486441 | -168114 | -249742 | -330 | -212974 | -239324 |
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{ "first_band": { "type": "linreg", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 3.96403 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 3.96403 } } }
# | 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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