Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362403.9584 | 287869.0924 | 74534.866 | 39638.3947 | -3929.6656 | 43568.0603 |
Total P&L (%) | 362.404 | 287.8691 | 74.5349 | 39.6384 | -3.9297 | 43.5681 |
Avg Daily Profit (%) | 0.1671 | 0.1328 | 0.0344 | 0.0154 | -0.0018 | 0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124313 | -92015 | -147085 | -399870 | -277867 | -179274 |
Profit Factor | 1.2027 | 1.3242 | 1.0828 | 1.0154 | 0.9971 | 1.0353 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 209 | 102 | 107 | 209 | 102 | 107 |
Losing Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Profitability (%) | 49.061 | 47.8873 | 50.2347 | 49.061 | 47.8873 | 50.2347 |
Ratio Avg Win / Avg Loss | 1.2487 | 1.441 | 1.0727 | 1.0542 | 1.0851 | 1.0256 |
Largest Winning Trade | 52020 | 52020 | 41537 | 73126 | 73126 | 64894 |
Largest Losing Trade | -39653 | -39653 | -33502 | -102085 | -102085 | -66441 |
Avg Bars in Trades | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Winners | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Losers | 27 | 34 | 19 | 27 | 34 | 19 |
Bars Traded | 12766 | 7456 | 5310 | 12766 | 7456 | 5310 |
Profit Streak | 15.7586 | 0 | 65.5919 | 15.7586 | 0 | 65.5919 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343738 | -15822 | -274168 | -375440 | -579373 | -351911 |
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 3.4371 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 200, "offset": 0, "multiplier": 3.4371 } } }
# | 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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