Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279189.8415 | 75194.7406 | 203995.1009 | 23896.1023 | 88523.9949 | -64627.8926 |
Total P&L (%) | 279.1898 | 75.1947 | 203.9951 | 23.8961 | 88.524 | -64.6279 |
Avg Daily Profit (%) | 0.1879 | 0.0506 | 0.1373 | 0.0144 | 0.0427 | -0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124086 | -81688 | -106083 | -268917 | -105253 | -320409 |
Profit Factor | 1.246 | 1.1457 | 1.3296 | 1.0144 | 1.1335 | 0.9348 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 56.0784 | 52.7559 | 59.375 | 56.0784 | 52.7559 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9759 | 1.026 | 0.9097 | 0.7945 | 1.015 | 0.6396 |
Largest Winning Trade | 45863 | 34793 | 45863 | 52060 | 52060 | 43287 |
Largest Losing Trade | -64165 | -25616 | -64165 | -133359 | -41359 | -133359 |
Avg Bars in Trades | 22 | 18 | 26 | 22 | 18 | 26 |
Avg Bars in Winners | 20 | 15 | 24 | 20 | 15 | 24 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 5747 | 2305 | 3442 | 5747 | 2305 | 3442 |
Profit Streak | 15.6418 | 18.1418 | 15.6418 | 15.6418 | 18.1418 | 15.6418 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343684 | -184047 | -8760 | -380223 | -208116 | -578428 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.54828 } }, "second_band": { "type": "sma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.54828 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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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