Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329685.171 | 262863.3784 | 66821.7926 | 254899.7559 | 140217.5167 | 114682.2392 |
Total P&L (%) | 329.6852 | 262.8634 | 66.8218 | 254.8998 | 140.2175 | 114.6822 |
Avg Daily Profit (%) | 0.2324 | 0.1853 | 0.0471 | 0.0893 | 0.0618 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126940 | -66745 | -83769 | -214265 | -156619 | -72707 |
Profit Factor | 1.5975 | 1.8833 | 1.2629 | 1.4311 | 1.3985 | 1.479 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 51.9608 | 54.902 | 49.0196 | 51.9608 | 54.902 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.477 | 1.547 | 1.3134 | 1.3231 | 1.1488 | 1.5382 |
Largest Winning Trade | 80587 | 80587 | 28118 | 108990 | 108990 | 61330 |
Largest Losing Trade | -60387 | -60387 | -29832 | -143812 | -143812 | -43964 |
Avg Bars in Trades | 38 | 49 | 28 | 38 | 49 | 28 |
Avg Bars in Winners | 42 | 50 | 33 | 42 | 50 | 33 |
Avg Bars in Losers | 35 | 47 | 24 | 35 | 47 | 24 |
Bars Traded | 3973 | 2502 | 1471 | 3973 | 2502 | 1471 |
Profit Streak | 28.1599 | 0 | 28.8265 | 28.1599 | 0 | 28.8265 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391184 | -168349 | -309976 | -71754 | -289149 | -298313 |
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{ "first_band": { "type": "linreg", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 4.60052 } } }
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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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