Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734675.7071 | 668416.8396 | 66258.8675 | 460851.3864 | 482803.4921 | -21952.1056 |
Total P&L (%) | 734.6757 | 668.4168 | 66.2589 | 460.8514 | 482.8035 | -21.9521 |
Avg Daily Profit (%) | 0.396 | 0.3603 | 0.0357 | 0.093 | 0.0951 | -0.0134 |
Buy And Hold Return (%) | 32.3927 | 32.3927 | 32.3927 | 32.3927 | 32.3927 | 32.3927 |
Max Trade Drawdown | -152168 | -170240 | -57676 | -4868821 | -4894996 | -1814453 |
Profit Factor | 1.5762 | 1.9154 | 1.1216 | 1.0227 | 1.0406 | 0.9974 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Losing Trades | 180 | 96 | 84 | 180 | 96 | 84 |
Profitability (%) | 45.6193 | 41.8182 | 49.3976 | 45.6193 | 41.8182 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.8789 | 2.6649 | 1.149 | 1.2191 | 1.4478 | 1.0217 |
Largest Winning Trade | 434561 | 434561 | 36978 | 1153156 | 1153156 | 373921 |
Largest Losing Trade | -35751 | -35751 | -26949 | -1715874 | -1715874 | -452417 |
Avg Bars in Trades | 32 | 45 | 20 | 32 | 45 | 20 |
Avg Bars in Winners | 39 | 63 | 19 | 39 | 63 | 19 |
Avg Bars in Losers | 27 | 32 | 20 | 27 | 32 | 20 |
Bars Traded | 10900 | 7561 | 3339 | 10900 | 7561 | 3339 |
Profit Streak | 7.2567 | 0 | 18.7567 | 7.2567 | 0 | 18.7567 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478959 | 366187 | -237112 | -263648 | -244760 | -577688 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.15798 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.15798 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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