Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92201.5931 | 21725.3503 | 70476.2427 | 115833.1161 | 23540.6288 | 92292.4873 |
Total P&L (%) | 92.2016 | 21.7254 | 70.4762 | 115.8331 | 23.5406 | 92.2925 |
Avg Daily Profit (%) | 0.6525 | 0.1537 | 0.4987 | 0.5459 | 0.1497 | 0.4638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16791 | -14159 | -10789 | -17063 | -19851 | -10696 |
Profit Factor | 1.9317 | 1.3746 | 2.7206 | 1.9422 | 1.3166 | 2.8993 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 34.2857 | 47.2222 | 40.8451 | 34.2857 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7976 | 2.6346 | 3.0407 | 2.8128 | 2.5235 | 3.2404 |
Largest Winning Trade | 34866 | 34866 | 23733 | 47939 | 47939 | 44008 |
Largest Losing Trade | -6341 | -6200 | -6341 | -10982 | -10982 | -6039 |
Avg Bars in Trades | 91 | 87 | 95 | 91 | 87 | 95 |
Avg Bars in Winners | 151 | 164 | 142 | 151 | 164 | 142 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 6511 | 3075 | 3436 | 6511 | 3075 | 3436 |
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 | -81454 | -4756 | 450334 | -82345 | -4316 | 451991 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 4.67391 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 4.67391 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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