Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580626.5555 | 427032.4357 | 153594.1198 | 1174170.537 | 122824.1953 | 1051346.3417 |
Total P&L (%) | 580.6266 | 427.0324 | 153.5941 | 1174.1705 | 122.8242 | 1051.3463 |
Avg Daily Profit (%) | 0.2319 | 0.1706 | 0.0614 | 0.1017 | 0.032 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100006 | -123244 | -74025 | -1906068 | -1890356 | -730880 |
Profit Factor | 1.681 | 1.9623 | 1.3756 | 1.1342 | 1.0236 | 1.2966 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 47.0588 | 44.6809 | 49.4624 | 47.0588 | 44.6809 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.8911 | 2.4295 | 1.4055 | 1.276 | 1.2673 | 1.3248 |
Largest Winning Trade | 197341 | 197341 | 50167 | 1205889 | 1205889 | 574095 |
Largest Losing Trade | -33329 | -30280 | -33329 | -730880 | -492249 | -730880 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 7380 | 2908 | 4472 | 7380 | 2908 | 4472 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407905 | 314113 | -110967 | -129810 | -347056 | -62630 |
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{ "first_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.4365 } } }
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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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