Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180557.3225 | 11884.4803 | 168672.8422 | 73541.4538 | 17524.6894 | 56016.7644 |
Total P&L (%) | 180.5573 | 11.8845 | 168.6728 | 73.5415 | 17.5247 | 56.0168 |
Avg Daily Profit (%) | 0.1743 | 0.0115 | 0.1629 | 0.0532 | 0.0156 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97948 | -51349 | -63844 | -149327 | -47897 | -122714 |
Profit Factor | 1.5207 | 1.0722 | 1.9266 | 1.1373 | 1.0849 | 1.17 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 62.6866 | 64.7059 | 60.6061 | 62.6866 | 64.7059 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.9052 | 0.5848 | 1.2523 | 0.6769 | 0.5918 | 0.7605 |
Largest Winning Trade | 66224 | 33167 | 66224 | 71822 | 36867 | 71822 |
Largest Losing Trade | -62248 | -32562 | -62248 | -121555 | -36783 | -121555 |
Avg Bars in Trades | 42 | 23 | 62 | 42 | 23 | 62 |
Avg Bars in Winners | 35 | 11 | 60 | 35 | 11 | 60 |
Avg Bars in Losers | 54 | 43 | 65 | 54 | 43 | 65 |
Bars Traded | 2848 | 784 | 2064 | 2848 | 784 | 2064 |
Profit Streak | 10.7489 | 27.0823 | 0 | 10.7489 | 27.0823 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111540 | -424770 | 403239 | -311729 | -306597 | -170278 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 3.26988 } }, "second_band": { "type": "linreg", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 3.26988 } }, "second_band": { "type": "linreg", "factors": { "length": 198, "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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