Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489025.3858 | 183353.863 | 305671.5228 | 3777475.7213 | 1440435.3835 | 2337040.3379 |
Total P&L (%) | 489.0254 | 183.3539 | 305.6715 | 3777.4757 | 1440.4354 | 2337.0403 |
Avg Daily Profit (%) | 0.4729 | 0.1773 | 0.2956 | 0.3544 | 0.2648 | 0.3093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61655 | -46841 | -41044 | -601499 | -266148 | -767387 |
Profit Factor | 2.2945 | 2.0235 | 2.539 | 2.3261 | 2.6855 | 2.172 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 61.5385 | 60 | 63.0435 | 61.5385 | 60 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.4341 | 1.349 | 1.4884 | 1.4538 | 1.7903 | 1.2733 |
Largest Winning Trade | 46769 | 46769 | 45493 | 1212427 | 394422 | 1212427 |
Largest Losing Trade | -26691 | -26691 | -25304 | -601499 | -216101 | -601499 |
Avg Bars in Trades | 32 | 17 | 47 | 32 | 17 | 47 |
Avg Bars in Winners | 34 | 14 | 53 | 34 | 14 | 53 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 2946 | 782 | 2163 | 2946 | 782 | 2163 |
Profit Streak | 32.8653 | 0 | 68.1987 | 32.8653 | 0 | 68.1987 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557671 | 424866 | 536455 | 538379 | 552778 | 530176 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 2.58495 } }, "second_band": { "type": "linreg", "factors": { "length": 132, "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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