Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244424.5198 | 31365.9307 | 213058.5891 | 56059.5305 | -14989.3595 | 71048.89 |
Total P&L (%) | 244.4245 | 31.3659 | 213.0586 | 56.0595 | -14.9894 | 71.0489 |
Avg Daily Profit (%) | 0.1655 | 0.0212 | 0.1443 | 0.0301 | -0.011 | 0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106464 | -116081 | -74589 | -290542 | -141126 | -206851 |
Profit Factor | 1.2167 | 1.0547 | 1.3841 | 1.03 | 0.9827 | 1.071 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 58.8435 | 57.8231 | 59.8639 | 58.8435 | 57.8231 | 59.8639 |
Ratio Avg Win / Avg Loss | 0.851 | 0.7693 | 0.928 | 0.7204 | 0.7168 | 0.7181 |
Largest Winning Trade | 40247 | 40247 | 27954 | 70819 | 70819 | 42255 |
Largest Losing Trade | -48174 | -41712 | -48174 | -84889 | -56316 | -84889 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 8656 | 4423 | 4233 | 8656 | 4423 | 4233 |
Profit Streak | 10.5412 | 34.0412 | 10.5412 | 10.5412 | 34.0412 | 10.5412 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334592 | -327132 | 19601 | -338632 | -578426 | -286367 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.58886 } }, "second_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.58886 } }, "second_band": { "type": "sma", "factors": { "length": 71, "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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