Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2200958.6926 | 2151103.7729 | 49854.9197 | 23233435.6137 | 14575261.7817 | 8658173.832 |
Total P&L (%) | 2200.9587 | 2151.1038 | 49.8549 | 23233.4356 | 14575.2618 | 8658.1738 |
Avg Daily Profit (%) | 0.9727 | 0.9507 | 0.022 | 0.2413 | 0.2207 | 0.1979 |
Buy And Hold Return (%) | 9883.6539 | 9883.6539 | 9883.6539 | 9883.6539 | 9883.6539 | 9883.6539 |
Max Trade Drawdown | -105838 | -106229 | -78794 | -5965822 | -8189253 | -1414432 |
Profit Factor | 3.3302 | 4.895 | 1.1271 | 1.6059 | 1.5482 | 1.7366 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 199 | 91 | 108 | 199 | 91 | 108 |
Losing Trades | 208 | 112 | 96 | 208 | 112 | 96 |
Profitability (%) | 48.8943 | 44.8276 | 52.9412 | 48.8943 | 44.8276 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.4808 | 6.0246 | 1.0019 | 1.6786 | 1.9055 | 1.5436 |
Largest Winning Trade | 1451776 | 1451776 | 23545 | 10532518 | 10532518 | 1449925 |
Largest Losing Trade | -33357 | -33357 | -24060 | -4287942 | -4287942 | -879241 |
Avg Bars in Trades | 21 | 35 | 8 | 21 | 35 | 8 |
Avg Bars in Winners | 28 | 52 | 8 | 28 | 52 | 8 |
Avg Bars in Losers | 14 | 20 | 8 | 14 | 20 | 8 |
Bars Traded | 8810 | 7108 | 1702 | 8810 | 7108 | 1702 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144119 | -146267 | -408755 | 318759 | -8676 | -153295 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.35689 } }, "second_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 4.69387 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.35689 } }, "second_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 4.69387 } } }
# | 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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