Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394263.3889 | 163733.9325 | 230529.4564 | 209332.1598 | 97176.0751 | 112156.0846 |
Total P&L (%) | 394.2634 | 163.7339 | 230.5295 | 209.3322 | 97.1761 | 112.1561 |
Avg Daily Profit (%) | 0.2662 | 0.1106 | 0.1557 | 0.0763 | 0.0459 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167490 | -101437 | -119655 | -187774 | -162663 | -169911 |
Profit Factor | 1.5045 | 1.4513 | 1.5505 | 1.2308 | 1.2445 | 1.2202 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 50.3597 | 44.2857 | 56.5217 | 50.3597 | 44.2857 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.483 | 1.8259 | 1.1927 | 1.2132 | 1.5656 | 0.9386 |
Largest Winning Trade | 73307 | 73307 | 35121 | 74890 | 74890 | 51312 |
Largest Losing Trade | -78466 | -43771 | -78466 | -119262 | -57176 | -119262 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 2841 | 1487 | 1354 | 2841 | 1487 | 1354 |
Profit Streak | 80.0157 | 103.0157 | 80.0157 | 80.0157 | 103.0157 | 80.0157 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420273 | -138286 | -90737 | -89287 | -225821 | -226737 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.60423 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.60423 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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