Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272118.5414 | 210965.4852 | 61153.0562 | -40563.9564 | -100915.3124 | 60351.3561 |
Total P&L (%) | 272.1185 | 210.9655 | 61.1531 | -40.564 | -100.9153 | 60.3514 |
Avg Daily Profit (%) | 0.1558 | 0.1208 | 0.035 | -0.0298 | 0 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150000 | -168267 | -60737 | -203586 | -230093 | -68787 |
Profit Factor | 1.2649 | 1.311 | 1.1752 | 0.9647 | 0.8726 | 1.1692 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 55.2941 | 53.5433 | 57.0313 | 55.2941 | 53.5433 | 57.0313 |
Ratio Avg Win / Avg Loss | 1.0227 | 1.1375 | 0.8855 | 0.78 | 0.7571 | 0.8809 |
Largest Winning Trade | 123297 | 123297 | 15274 | 95105 | 95105 | 23037 |
Largest Losing Trade | -63185 | -63185 | -24688 | -100440 | -100440 | -32645 |
Avg Bars in Trades | 26 | 46 | 6 | 26 | 46 | 6 |
Avg Bars in Winners | 19 | 32 | 6 | 19 | 32 | 6 |
Avg Bars in Losers | 35 | 62 | 7 | 35 | 62 | 7 |
Bars Traded | 6776 | 5897 | 879 | 6776 | 5897 | 879 |
Profit Streak | 15.7256 | 0 | 15.9756 | 15.7256 | 0 | 15.9756 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359672 | -31355 | -174581 | -577899 | -580535 | -191957 |
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{ "first_band": { "type": "bbl", "factors": { "length": 188, "offset": 0, "std": 4.43099 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 3.10243 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 188, "offset": 0, "std": 4.43099 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 3.10243 } } }
# | 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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