Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346069.8848 | 246952.9316 | 99116.9533 | 238716.1781 | 335320.3282 | -96604.1501 |
Total P&L (%) | 346.0699 | 246.9529 | 99.117 | 238.7162 | 335.3203 | -96.6042 |
Avg Daily Profit (%) | 0.2557 | 0.1825 | 0.0732 | 0.0902 | 0.1088 | -0.2497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125032 | -69924 | -146627 | -370112 | -180251 | -479513 |
Profit Factor | 1.1898 | 1.3062 | 1.0975 | 1.0584 | 1.1858 | 0.9577 |
Total Trades | 639 | 319 | 320 | 639 | 319 | 320 |
Winning Trades | 291 | 148 | 143 | 291 | 148 | 143 |
Losing Trades | 348 | 171 | 177 | 348 | 171 | 177 |
Profitability (%) | 45.5399 | 46.395 | 44.6875 | 45.5399 | 46.395 | 44.6875 |
Ratio Avg Win / Avg Loss | 1.4229 | 1.5092 | 1.3584 | 1.2657 | 1.3701 | 1.1854 |
Largest Winning Trade | 57854 | 39153 | 57854 | 89674 | 79325 | 89674 |
Largest Losing Trade | -30684 | -16234 | -30684 | -72260 | -42300 | -72260 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 30 | 18 | 42 | 30 | 18 | 42 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 16064 | 6435 | 9628 | 16064 | 6435 | 9628 |
Profit Streak | 0 | 10.9532 | 0 | 0 | 10.9532 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1770 | 367945 | -209400 | -226994 | -62454 | -580059 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 2.81311 } }, "second_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } } }
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# | 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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