Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309293.9497 | 315001.261 | -5707.3114 | 56815.443 | 702757.9649 | -645942.5219 |
Total P&L (%) | 309.294 | 315.0013 | -5.7073 | 56.8154 | 702.758 | -645.9425 |
Avg Daily Profit (%) | 0.219 | 0.2231 | -0.004 | 0.0319 | 0.1476 | 0 |
Buy And Hold Return (%) | 105.6769 | 105.6769 | 105.6769 | 105.6769 | 105.6769 | 105.6769 |
Max Trade Drawdown | -171246 | -61485 | -186051 | -1297974 | -483490 | -1385668 |
Profit Factor | 1.4358 | 2.0292 | 0.9859 | 1.0148 | 1.4625 | 0.722 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 53.6842 | 55.3191 | 52.0833 | 53.6842 | 55.3191 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.2388 | 1.639 | 0.907 | 0.8755 | 1.1813 | 0.6642 |
Largest Winning Trade | 111033 | 111033 | 61932 | 349964 | 349964 | 314062 |
Largest Losing Trade | -39706 | -29172 | -39706 | -440268 | -261648 | -440268 |
Avg Bars in Trades | 42 | 31 | 53 | 42 | 31 | 53 |
Avg Bars in Winners | 42 | 21 | 65 | 42 | 21 | 65 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 4008 | 1463 | 2545 | 4008 | 1463 | 2545 |
Profit Streak | 480.3315 | 0 | 513.3315 | 480.3315 | 0 | 513.3315 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246128 | 335431 | -579835 | -520709 | 217954 | -579835 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 4.36312 } }, "second_band": { "type": "linreg", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 4.36312 } }, "second_band": { "type": "linreg", "factors": { "length": 119, "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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