Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260622.7667 | 1170305.1775 | 90317.5892 | 64774282.2081 | 60312794.1752 | 4461488.0329 |
Total P&L (%) | 1260.6228 | 1170.3052 | 90.3176 | 64774.2822 | 60312.7942 | 4461.488 |
Avg Daily Profit (%) | 0.5576 | 0.5176 | 0.0399 | 0.2868 | 0.2836 | 0.1691 |
Buy And Hold Return (%) | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 | 8783.5132 |
Max Trade Drawdown | -106378 | -127222 | -87985 | -24957907 | -22582981 | -25416395 |
Profit Factor | 2.3266 | 3.5246 | 1.1856 | 1.3415 | 1.5955 | 1.0505 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 46.5608 | 43.617 | 49.4737 | 46.5608 | 43.617 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.6703 | 4.5562 | 1.2108 | 1.5397 | 2.0625 | 1.0728 |
Largest Winning Trade | 300281 | 300281 | 53115 | 30588428 | 30588428 | 17056880 |
Largest Losing Trade | -40577 | -29366 | -40577 | -10408666 | -10408666 | -8447086 |
Avg Bars in Trades | 46 | 36 | 57 | 46 | 36 | 57 |
Avg Bars in Winners | 68 | 50 | 83 | 68 | 50 | 83 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 8864 | 3385 | 5479 | 8864 | 3385 | 5479 |
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 | -150601 | -151097 | -322240 | 355700 | 319641 | -323504 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 3.16245 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
# | 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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