Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484456.4679 | 441105.1184 | 43351.3495 | -43736.6621 | 92587.0722 | -136323.7343 |
Total P&L (%) | 484.4565 | 441.1051 | 43.3514 | -43.7367 | 92.5871 | -136.3237 |
Avg Daily Profit (%) | 0.2326 | 0.2118 | 0.0208 | -0.0276 | 0.0315 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153091 | -116355 | -273208 | -181937 | -111471 | -271500 |
Profit Factor | 1.332 | 1.6126 | 1.0587 | 0.9514 | 1.2311 | 0.727 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 193 | 99 | 94 | 193 | 99 | 94 |
Profitability (%) | 44.2197 | 42.7746 | 45.6647 | 44.2197 | 42.7746 | 45.6647 |
Ratio Avg Win / Avg Loss | 1.6803 | 2.1574 | 1.2597 | 1.2001 | 1.647 | 0.8651 |
Largest Winning Trade | 219281 | 219281 | 38639 | 78422 | 78422 | 46500 |
Largest Losing Trade | -80412 | -29177 | -80412 | -126902 | -28955 | -126902 |
Avg Bars in Trades | 71 | 77 | 64 | 71 | 77 | 64 |
Avg Bars in Winners | 98 | 107 | 88 | 98 | 107 | 88 |
Avg Bars in Losers | 49 | 55 | 43 | 49 | 55 | 43 |
Bars Traded | 24587 | 13451 | 11136 | 24587 | 13451 | 11136 |
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 | 318662 | 299354 | -324317 | -579550 | -152523 | -582113 |
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.93423 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 3.49054 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.93423 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 3.49054 } } }
# | 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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