Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338037.886 | 91491.8457 | 246546.0403 | 442163.3641 | 112543.7052 | 329619.6589 |
Total P&L (%) | 338.0379 | 91.4918 | 246.546 | 442.1634 | 112.5437 | 329.6197 |
Avg Daily Profit (%) | 0.2221 | 0.0601 | 0.162 | 0.1112 | 0.0496 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66882 | -56465 | -36247 | -459495 | -407440 | -182265 |
Profit Factor | 1.837 | 1.3704 | 2.5713 | 1.2794 | 1.1106 | 1.5832 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 43.9394 | 39.3939 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.3437 | 2.1084 | 2.732 | 1.6324 | 1.7087 | 1.6822 |
Largest Winning Trade | 102551 | 102551 | 68726 | 419914 | 419914 | 239439 |
Largest Losing Trade | -26194 | -24168 | -26194 | -149898 | -149898 | -100560 |
Avg Bars in Trades | 67 | 41 | 92 | 67 | 41 | 92 |
Avg Bars in Winners | 109 | 60 | 149 | 109 | 60 | 149 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 4425 | 1380 | 3045 | 4425 | 1380 | 3045 |
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 | -119838 | -115162 | 417065 | -174671 | -228581 | -62702 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 3.36285 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 3.36285 } }, "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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