Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276020.6706 | 68899.6722 | 207120.9984 | 63931.0056 | 36685.8153 | 27245.1903 |
Total P&L (%) | 276.0207 | 68.8997 | 207.121 | 63.931 | 36.6858 | 27.2452 |
Avg Daily Profit (%) | 0.1858 | 0.0464 | 0.1394 | 0.0333 | 0.021 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99117 | -108925 | -79553 | -106295 | -86561 | -119292 |
Profit Factor | 1.275 | 1.1404 | 1.4037 | 1.0749 | 1.095 | 1.0583 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 58.4615 | 56.1538 | 60.7692 | 58.4615 | 56.1538 | 60.7692 |
Ratio Avg Win / Avg Loss | 0.9059 | 0.8905 | 0.9062 | 0.7638 | 0.855 | 0.6832 |
Largest Winning Trade | 33953 | 33953 | 27277 | 34756 | 34756 | 24764 |
Largest Losing Trade | -59972 | -43678 | -59972 | -90057 | -36955 | -90057 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 8576 | 4383 | 4193 | 8576 | 4383 | 4193 |
Profit Streak | 15.6722 | 18.1722 | 15.6722 | 15.6722 | 18.1722 | 15.6722 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334510 | -197586 | -6084 | -285068 | -283770 | -330793 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.069 } }, "second_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.069 } }, "second_band": { "type": "ema", "factors": { "length": 106, "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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