Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666430.3885 | 466855.626 | 199574.7625 | 7886540.7762 | 3929463.2856 | 3957077.4906 |
Total P&L (%) | 666.4304 | 466.8556 | 199.5748 | 7886.5408 | 3929.4633 | 3957.0775 |
Avg Daily Profit (%) | 0.2664 | 0.1866 | 0.0798 | 0.1753 | 0.1479 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84994 | -62834 | -94787 | -4910177 | -4163734 | -4344912 |
Profit Factor | 2.0187 | 2.8361 | 1.499 | 1.3127 | 1.3198 | 1.3059 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Losing Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Profitability (%) | 50.7937 | 57.1429 | 44.4444 | 50.7937 | 57.1429 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9556 | 2.1271 | 1.8738 | 1.2716 | 0.9898 | 1.6324 |
Largest Winning Trade | 57477 | 55615 | 57477 | 3200287 | 2093078 | 3200287 |
Largest Losing Trade | -40398 | -19023 | -40398 | -3282611 | -1546170 | -3282611 |
Avg Bars in Trades | 56 | 32 | 79 | 56 | 32 | 79 |
Avg Bars in Winners | 63 | 31 | 104 | 63 | 31 | 104 |
Avg Bars in Losers | 49 | 34 | 60 | 49 | 34 | 60 |
Bars Traded | 7104 | 2074 | 5030 | 7104 | 2074 | 5030 |
Profit Streak | 38.6758 | 122.3425 | 0 | 38.6758 | 122.3425 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483290 | -131875 | -233144 | 322942 | -141502 | -142766 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 4.4942 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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