Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295775.7413 | 87954.4642 | 207821.2771 | -51362.2019 | 39023.1534 | -90385.3553 |
Total P&L (%) | 295.7757 | 87.9545 | 207.8213 | -51.3622 | 39.0232 | -90.3854 |
Avg Daily Profit (%) | 0.2003 | 0.0596 | 0.1407 | -0.0488 | 0.0223 | -0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200032 | -86179 | -152037 | -481370 | -174449 | -480516 |
Profit Factor | 1.2722 | 1.1703 | 1.3644 | 0.961 | 1.0759 | 0.8875 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 58.1028 | 56.6929 | 59.5238 | 58.1028 | 56.6929 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.9173 | 0.894 | 0.9278 | 0.693 | 0.8219 | 0.6035 |
Largest Winning Trade | 37389 | 34746 | 37389 | 99727 | 94926 | 99727 |
Largest Losing Trade | -92526 | -47577 | -92526 | -451929 | -150826 | -451929 |
Avg Bars in Trades | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Winners | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Losers | 43 | 37 | 49 | 43 | 37 | 49 |
Bars Traded | 8651 | 3786 | 4865 | 8651 | 3786 | 4865 |
Profit Streak | 8.5714 | 11.0714 | 0 | 8.5714 | 11.0714 | 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 | 320956 | -146676 | -5332 | -577733 | -302510 | -579763 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 3.48965 } }, "second_band": { "type": "rma", "factors": { "length": 56, "offset": 0 } } }
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# | 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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