Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210954.5163 | 114643.7084 | 96310.8079 | -896996.9027 | -172278.2352 | -724718.6675 |
Total P&L (%) | 210.9545 | 114.6437 | 96.3108 | -896.9969 | -172.2782 | -724.7187 |
Avg Daily Profit (%) | 0.1878 | 0.102 | 0.0857 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165898 | -60975 | -163884 | -1934870 | -1047684 | -1234327 |
Profit Factor | 1.3923 | 1.5373 | 1.2969 | 0.7517 | 0.8968 | 0.627 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 78 | 38 | 40 | 66 | 35 | 31 |
Losing Trades | 63 | 32 | 31 | 75 | 35 | 40 |
Profitability (%) | 55.3191 | 54.2857 | 56.338 | 46.8085 | 50 | 43.662 |
Ratio Avg Win / Avg Loss | 1.1245 | 1.2946 | 1.0051 | 0.8542 | 0.8968 | 0.809 |
Largest Winning Trade | 40440 | 21757 | 40440 | 192843 | 192843 | 162949 |
Largest Losing Trade | -147612 | -15834 | -147612 | -324444 | -165087 | -324444 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 31 | 25 | 36 | 27 | 23 | 32 |
Avg Bars in Losers | 27 | 30 | 23 | 31 | 32 | 29 |
Bars Traded | 4148 | 1941 | 2207 | 4148 | 1941 | 2207 |
Profit Streak | 0 | 0 | 0 | 59.353 | 77.853 | 59.353 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342178 | -148563 | -164301 | -580390 | -673540 | -669640 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 2.90362 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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