Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570604.3627 | 458151.023 | 112453.3397 | 763306.9966 | 570514.1481 | 192792.8485 |
Total P&L (%) | 570.6044 | 458.151 | 112.4533 | 763.307 | 570.5141 | 192.7928 |
Avg Daily Profit (%) | 0.2423 | 0.1946 | 0.0478 | 0.0916 | 0.0808 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118545 | -69802 | -226493 | -362110 | -255349 | -624491 |
Profit Factor | 1.6124 | 2.0505 | 1.2269 | 1.2866 | 1.4317 | 1.1437 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 45.6522 | 44.9275 | 46.3768 | 45.6522 | 44.9275 | 46.3768 |
Ratio Avg Win / Avg Loss | 1.9196 | 2.5136 | 1.4186 | 1.5316 | 1.7549 | 1.3224 |
Largest Winning Trade | 105248 | 105248 | 62585 | 260874 | 231837 | 260874 |
Largest Losing Trade | -42552 | -25072 | -42552 | -137974 | -137974 | -107476 |
Avg Bars in Trades | 48 | 37 | 60 | 48 | 37 | 60 |
Avg Bars in Winners | 72 | 43 | 100 | 72 | 43 | 100 |
Avg Bars in Losers | 28 | 32 | 25 | 28 | 32 | 25 |
Bars Traded | 6743 | 2588 | 4155 | 6743 | 2588 | 4155 |
Profit Streak | 0 | 0 | 141.3526 | 0 | 0 | 141.3526 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364551 | -92458 | -231897 | -70484 | -186527 | -296845 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.07741 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 131, "offset": 0, "multiplier": 3.07741 } }, "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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