Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211971.6849 | 65251.3956 | 146720.2893 | 168608.8119 | -17525.3601 | 186134.172 |
Total P&L (%) | 211.9717 | 65.2514 | 146.7203 | 168.6088 | -17.5254 | 186.1342 |
Avg Daily Profit (%) | 0.2052 | 0.0632 | 0.142 | 0.0957 | -0.0186 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129329 | -82453 | -102564 | -249574 | -120858 | -201007 |
Profit Factor | 1.4478 | 1.2603 | 1.6587 | 1.1851 | 0.9634 | 1.4315 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 55.914 | 46.8085 | 65.2174 | 55.914 | 46.8085 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.4322 | 0.8846 | 0.9344 | 1.0948 | 0.7635 |
Largest Winning Trade | 48105 | 45542 | 48105 | 80974 | 61203 | 80974 |
Largest Losing Trade | -36785 | -23393 | -36785 | -84503 | -73246 | -84503 |
Avg Bars in Trades | 41 | 28 | 54 | 41 | 28 | 54 |
Avg Bars in Winners | 46 | 17 | 67 | 46 | 17 | 67 |
Avg Bars in Losers | 34 | 37 | 29 | 34 | 37 | 29 |
Bars Traded | 3837 | 1331 | 2507 | 3837 | 1331 | 2507 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347998 | -109961 | -1064 | -82782 | -579993 | -55808 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 2.78303 } }, "second_band": { "type": "linreg", "factors": { "length": 249, "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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