Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762777.4761 | 682351.6903 | 80425.7858 | 2991129.4803 | 5259076.3101 | -2267946.8298 |
Total P&L (%) | 762.7775 | 682.3517 | 80.4258 | 2991.1295 | 5259.0763 | -2267.9468 |
Avg Daily Profit (%) | 0.3043 | 0.2722 | 0.0321 | 0.137 | 0.1589 | 0 |
Buy And Hold Return (%) | 303.0809 | 303.0809 | 303.0809 | 303.0809 | 303.0809 | 303.0809 |
Max Trade Drawdown | -123671 | -62623 | -119576 | -7835795 | -3469184 | -5994470 |
Profit Factor | 1.698 | 2.7438 | 1.1146 | 1.0945 | 1.4318 | 0.8836 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Losing Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Profitability (%) | 48.374 | 53.6585 | 43.0894 | 48.374 | 53.6585 | 43.0894 |
Ratio Avg Win / Avg Loss | 1.8121 | 2.3697 | 1.4722 | 1.1681 | 1.2366 | 1.167 |
Largest Winning Trade | 196407 | 196407 | 57740 | 4801759 | 4801759 | 1479841 |
Largest Losing Trade | -38372 | -25646 | -38372 | -1963449 | -1329204 | -1963449 |
Avg Bars in Trades | 20 | 14 | 25 | 20 | 14 | 25 |
Avg Bars in Winners | 21 | 16 | 27 | 21 | 16 | 27 |
Avg Bars in Losers | 18 | 11 | 24 | 18 | 11 | 24 |
Bars Traded | 4921 | 1742 | 3179 | 4921 | 1742 | 3179 |
Profit Streak | 0 | 0 | 8.192 | 0 | 0 | 8.192 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343372 | 331266 | -412200 | -125444 | 327629 | -581075 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 3.49389 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.49525 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 3.49389 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.49525 } } }
# | 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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