Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425348.1446 | 272577.6736 | 152770.471 | 351724.2231 | 225385.4209 | 126338.8022 |
Total P&L (%) | 425.3481 | 272.5777 | 152.7705 | 351.7242 | 225.3854 | 126.3388 |
Avg Daily Profit (%) | 0.2973 | 0.1905 | 0.1068 | 0.1054 | 0.0825 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110861 | -112173 | -72358 | -228604 | -244037 | -219072 |
Profit Factor | 1.2237 | 1.261 | 1.1782 | 1.097 | 1.112 | 1.0782 |
Total Trades | 750 | 375 | 375 | 750 | 375 | 375 |
Winning Trades | 388 | 192 | 196 | 388 | 192 | 196 |
Losing Trades | 362 | 183 | 179 | 362 | 183 | 179 |
Profitability (%) | 51.7333 | 51.2 | 52.2667 | 51.7333 | 51.2 | 52.2667 |
Ratio Avg Win / Avg Loss | 1.1417 | 1.2019 | 1.076 | 1.0235 | 1.0599 | 0.9847 |
Largest Winning Trade | 56436 | 56436 | 31037 | 132651 | 132651 | 106994 |
Largest Losing Trade | -40829 | -40829 | -31408 | -133258 | -133258 | -105693 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 16984 | 9574 | 7410 | 16984 | 9574 | 7410 |
Profit Streak | 0.407 | 0 | 3.4904 | 0.407 | 0 | 3.4904 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322225 | 332054 | -73165 | -165203 | -178308 | -251062 |
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{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 3.72782 } } }
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# | 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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