Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578146.2135 | 491946.3384 | 86199.8751 | 1482020.0471 | 394629.3545 | 1087390.6926 |
Total P&L (%) | 578.1462 | 491.9463 | 86.1999 | 1482.02 | 394.6294 | 1087.3907 |
Avg Daily Profit (%) | 0.3127 | 0.2661 | 0.0466 | 0.1495 | 0.0865 | 0.1339 |
Buy And Hold Return (%) | 55.1307 | 55.1307 | 55.1307 | 55.1307 | 55.1307 | 55.1307 |
Max Trade Drawdown | -91396 | -82335 | -114533 | -2168219 | -2091433 | -1162922 |
Profit Factor | 1.9416 | 2.7501 | 1.2589 | 1.1631 | 1.0779 | 1.2704 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 44.898 | 44.898 | 44.898 | 44.898 | 44.898 | 44.898 |
Ratio Avg Win / Avg Loss | 2.3829 | 3.3751 | 1.5451 | 1.4275 | 1.3229 | 1.5591 |
Largest Winning Trade | 138195 | 138195 | 63626 | 1237941 | 1237941 | 991339 |
Largest Losing Trade | -30762 | -30762 | -29960 | -524997 | -521480 | -524997 |
Avg Bars in Trades | 53 | 43 | 64 | 53 | 43 | 64 |
Avg Bars in Winners | 82 | 58 | 107 | 82 | 58 | 107 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 5265 | 2114 | 3151 | 5265 | 2114 | 3151 |
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 | 394750 | 415639 | -141388 | -35952 | -214170 | -14717 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 173, "offset": 0, "multiplier": 3.32463 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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