Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536677.3257 | 501011.5546 | 35665.7711 | -75054.506 | -87216.6862 | 12162.1802 |
Total P&L (%) | 536.6773 | 501.0116 | 35.6658 | -75.0545 | -87.2167 | 12.1622 |
Avg Daily Profit (%) | 0.3631 | 0.339 | 0.0241 | -0.0939 | -0.1391 | 0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252913 | -204080 | -184355 | -333162 | -378154 | -281598 |
Profit Factor | 1.3399 | 1.5584 | 1.0523 | 0.9592 | 0.9203 | 1.0163 |
Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Winning Trades | 190 | 89 | 101 | 190 | 89 | 101 |
Losing Trades | 245 | 129 | 116 | 245 | 129 | 116 |
Profitability (%) | 43.6782 | 40.8257 | 46.5438 | 43.6782 | 40.8257 | 46.5438 |
Ratio Avg Win / Avg Loss | 1.7277 | 2.2588 | 1.2086 | 1.2369 | 1.3339 | 1.1672 |
Largest Winning Trade | 538734 | 538734 | 37624 | 241306 | 241306 | 49914 |
Largest Losing Trade | -48455 | -36697 | -48455 | -88535 | -88535 | -58198 |
Avg Bars in Trades | 40 | 46 | 33 | 40 | 46 | 33 |
Avg Bars in Winners | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Losers | 33 | 41 | 24 | 33 | 41 | 24 |
Bars Traded | 17477 | 10148 | 7329 | 17477 | 10148 | 7329 |
Profit Streak | 10.2872 | 10.2872 | 10.7872 | 10.2872 | 10.2872 | 10.7872 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424292 | 348265 | -326347 | -578195 | -581436 | -483690 |
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{ "first_band": { "type": "linreg", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.62071 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.62071 } } }
# | 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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