Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190740.5944 | 1244438.2878 | -53697.6934 | -39817.8559 | 291509.9906 | -331327.8465 |
Total P&L (%) | 1190.7406 | 1244.4383 | -53.6977 | -39.8179 | 291.51 | -331.3278 |
Avg Daily Profit (%) | 0.641 | 0.67 | -0.0289 | -0.0273 | 0.0735 | 0 |
Buy And Hold Return (%) | 96.9871 | 96.9871 | 96.9871 | 96.9871 | 96.9871 | 96.9871 |
Max Trade Drawdown | -165091 | -151893 | -139217 | -672600 | -350236 | -401134 |
Profit Factor | 2.5333 | 4.0851 | 0.8561 | 0.9733 | 1.4005 | 0.5645 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 30.2521 | 30 | 30.5085 | 30.2521 | 30 | 30.5085 |
Ratio Avg Win / Avg Loss | 5.8406 | 9.5319 | 1.9501 | 2.2439 | 3.2679 | 1.2858 |
Largest Winning Trade | 1278618 | 1278618 | 60621 | 656861 | 656861 | 125279 |
Largest Losing Trade | -56611 | -38465 | -56611 | -165069 | -163011 | -165069 |
Avg Bars in Trades | 89 | 75 | 103 | 89 | 75 | 103 |
Avg Bars in Winners | 161 | 129 | 192 | 161 | 129 | 192 |
Avg Bars in Losers | 58 | 52 | 63 | 58 | 52 | 63 |
Bars Traded | 10620 | 4538 | 6082 | 10620 | 4538 | 6082 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333821 | -158057 | -762538 | -585364 | -273333 | -763649 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 2.95958 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 2.95958 } } }
# | 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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