Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229194.8855 | 46585.5625 | 182609.323 | 173767.7234 | -66633.4938 | 240401.2173 |
Total P&L (%) | 229.1949 | 46.5856 | 182.6093 | 173.7677 | -66.6335 | 240.4012 |
Avg Daily Profit (%) | 0.2213 | 0.045 | 0.1763 | 0.0973 | -0.1059 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95901 | -108435 | -57857 | -288682 | -270338 | -113091 |
Profit Factor | 1.313 | 1.1142 | 1.5632 | 1.1431 | 0.9059 | 1.4745 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 63.6735 | 62.2951 | 65.0407 | 63.6735 | 62.2951 | 65.0407 |
Ratio Avg Win / Avg Loss | 0.7491 | 0.6744 | 0.8402 | 0.6521 | 0.5483 | 0.7925 |
Largest Winning Trade | 33594 | 33594 | 24075 | 47863 | 47863 | 40792 |
Largest Losing Trade | -57857 | -32095 | -57857 | -75813 | -75813 | -61953 |
Avg Bars in Trades | 48 | 53 | 43 | 48 | 53 | 43 |
Avg Bars in Winners | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Losers | 76 | 95 | 55 | 76 | 95 | 55 |
Bars Traded | 11914 | 6560 | 5354 | 11914 | 6560 | 5354 |
Profit Streak | 11.1579 | 12.3245 | 11.1579 | 11.1579 | 12.3245 | 11.1579 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393467 | -228589 | 369332 | -123236 | -578329 | -32686 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 180, "offset": 113, "multiplier": 3.2723 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 180, "offset": 113, "multiplier": 3.2723 } }, "second_band": { "type": "ema", "factors": { "length": 171, "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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