Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245412.1714 | 73465.4987 | 171946.6727 | 337814.4273 | 58823.5262 | 278990.9011 |
Total P&L (%) | 245.4122 | 73.4655 | 171.9467 | 337.8144 | 58.8235 | 278.9909 |
Avg Daily Profit (%) | 0.2208 | 0.0661 | 0.1547 | 0.133 | 0.0416 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119681 | -102326 | -67115 | -365267 | -196510 | -184379 |
Profit Factor | 1.4007 | 1.2278 | 1.5929 | 1.2234 | 1.0722 | 1.4002 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 60.4444 | 58.9286 | 61.9469 | 60.4444 | 58.9286 | 61.9469 |
Ratio Avg Win / Avg Loss | 0.9166 | 0.8558 | 0.9785 | 0.8006 | 0.7473 | 0.8601 |
Largest Winning Trade | 23138 | 22178 | 23138 | 81926 | 81926 | 63862 |
Largest Losing Trade | -55969 | -23418 | -55969 | -73688 | -66964 | -73688 |
Avg Bars in Trades | 57 | 62 | 53 | 57 | 62 | 53 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 75 | 83 | 65 | 75 | 83 | 65 |
Bars Traded | 13033 | 6968 | 6065 | 13033 | 6968 | 6065 |
Profit Streak | 4.5283 | 0 | 7.945 | 4.5283 | 0 | 7.945 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346914 | -105787 | 338804 | -14774 | -279903 | -31861 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 219, "offset": 0, "multiplier": 4.11935 } }, "second_band": { "type": "rma", "factors": { "length": 62, "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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