Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350347.1686 | 360621.5489 | -10274.3802 | -15562.6135 | 58368.6593 | -73931.2728 |
Total P&L (%) | 350.3472 | 360.6215 | -10.2744 | -15.5626 | 58.3687 | -73.9313 |
Avg Daily Profit (%) | 0.1863 | 0.1917 | -0.0055 | -0.009 | 0.0244 | -0.0715 |
Buy And Hold Return (%) | 47.9324 | 47.9324 | 47.9324 | 47.9324 | 47.9324 | 47.9324 |
Max Trade Drawdown | -121143 | -136987 | -80346 | -195355 | -132710 | -108794 |
Profit Factor | 1.6527 | 2.1832 | 0.9557 | 0.9717 | 1.1945 | 0.7035 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.029 | 40 | 44.1176 | 42.029 | 40 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.2796 | 3.2747 | 1.2106 | 1.3402 | 1.7918 | 0.891 |
Largest Winning Trade | 295601 | 295601 | 40565 | 94669 | 94669 | 35075 |
Largest Losing Trade | -52683 | -38605 | -52683 | -99262 | -60012 | -99262 |
Avg Bars in Trades | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Winners | 169 | 154 | 184 | 169 | 154 | 184 |
Avg Bars in Losers | 48 | 64 | 31 | 48 | 64 | 31 |
Bars Traded | 6875 | 3514 | 3361 | 6875 | 3514 | 3361 |
Profit Streak | 85.3238 | 112.3238 | 0 | 85.3238 | 112.3238 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98185 | 301264 | -581416 | -687930 | -267044 | -583082 |
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{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.67937 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 24, "multiplier": 2.32435 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.67937 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 24, "multiplier": 2.32435 } } }
# | 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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