Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618962.3559 | 361309.8964 | 257652.4595 | 1492455.9524 | 134930.0812 | 1357525.8712 |
Total P&L (%) | 618.9624 | 361.3099 | 257.6525 | 1492.456 | 134.9301 | 1357.5259 |
Avg Daily Profit (%) | 0.3429 | 0.2002 | 0.1427 | 0.1535 | 0.0473 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122696 | -107450 | -44936 | -2834045 | -2686280 | -936617 |
Profit Factor | 1.7062 | 1.6483 | 1.8075 | 1.1134 | 1.017 | 1.2604 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 46.2555 | 41.2281 | 51.3274 | 46.2555 | 41.2281 | 51.3274 |
Ratio Avg Win / Avg Loss | 1.9825 | 2.3497 | 1.714 | 1.2937 | 1.4497 | 1.1952 |
Largest Winning Trade | 254872 | 254872 | 58578 | 1483074 | 1483074 | 762919 |
Largest Losing Trade | -37788 | -37788 | -31486 | -743695 | -743695 | -684222 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 60 | 66 | 56 | 60 | 66 | 56 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 10570 | 5628 | 4942 | 10570 | 5628 | 4942 |
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 | 440076 | 254940 | 31183 | -88406 | -335212 | 195700 |
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{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.63405 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.60574 } } }
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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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