Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187840.6656 | 99489.5974 | 88351.0681 | -23136.3515 | -92363.7179 | 69227.3665 |
Total P&L (%) | 187.8407 | 99.4896 | 88.3511 | -23.1364 | -92.3637 | 69.2274 |
Avg Daily Profit (%) | 0.1815 | 0.0961 | 0.0854 | -0.0254 | -0.2483 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103917 | -95276 | -34877 | -167826 | -169622 | -23643 |
Profit Factor | 1.3204 | 1.2662 | 1.4156 | 0.9632 | 0.7916 | 1.3733 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 55.1402 | 53.7037 | 56.6038 | 55.1402 | 53.7037 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.0742 | 1.0916 | 1.0853 | 0.7836 | 0.6824 | 1.0529 |
Largest Winning Trade | 78847 | 78847 | 25337 | 61820 | 61820 | 31596 |
Largest Losing Trade | -65508 | -56707 | -65508 | -86079 | -86079 | -64702 |
Avg Bars in Trades | 56 | 77 | 34 | 56 | 77 | 34 |
Avg Bars in Winners | 54 | 61 | 48 | 54 | 61 | 48 |
Avg Bars in Losers | 57 | 96 | 15 | 57 | 96 | 15 |
Bars Traded | 6006 | 4202 | 1804 | 6006 | 4202 | 1804 |
Profit Streak | 0 | 0 | 95.4846 | 0 | 0 | 95.4846 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310407 | -244316 | -256820 | -579827 | -760353 | -303165 |
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{ "first_band": { "type": "linreg", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 4.9393 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 4.9393 } } }
# | 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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