Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208744.1983 | 118762.3621 | 89981.8362 | 222176.7333 | 111401.7644 | 110774.9689 |
Total P&L (%) | 208.7442 | 118.7624 | 89.9818 | 222.1767 | 111.4018 | 110.775 |
Avg Daily Profit (%) | 0.4008 | 0.228 | 0.1728 | 0.2249 | 0.1438 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66575 | -69267 | -30433 | -190438 | -176659 | -78659 |
Profit Factor | 1.2678 | 1.3181 | 1.2215 | 1.1443 | 1.1499 | 1.1392 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Profitability (%) | 39.372 | 39.1304 | 39.6135 | 39.372 | 39.1304 | 39.6135 |
Ratio Avg Win / Avg Loss | 1.9522 | 2.0504 | 1.8621 | 1.7621 | 1.7887 | 1.7365 |
Largest Winning Trade | 50277 | 50277 | 31647 | 124961 | 124961 | 77449 |
Largest Losing Trade | -18047 | -12948 | -18047 | -43791 | -35192 | -43791 |
Avg Bars in Trades | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Winners | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 24571 | 12105 | 12466 | 24571 | 12105 | 12466 |
Profit Streak | 5.74 | 0 | 6.8233 | 5.74 | 0 | 6.8233 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305977 | 176342 | 186556 | -54653 | -59861 | -71043 |
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.53299 } } }
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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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