Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368622.0581 | 403137.7957 | -34515.7375 | 15689.8125 | 273827.5593 | -258137.7468 |
Total P&L (%) | 368.6221 | 403.1378 | -34.5157 | 15.6898 | 273.8276 | -258.1377 |
Avg Daily Profit (%) | 0.261 | 0.2854 | -0.0244 | 0.0103 | 0.0934 | 0 |
Buy And Hold Return (%) | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 |
Max Trade Drawdown | -153518 | -102163 | -132149 | -388799 | -270380 | -316036 |
Profit Factor | 1.356 | 1.7833 | 0.9337 | 1.0086 | 1.2899 | 0.7094 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Losing Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Profitability (%) | 51.8072 | 60.241 | 43.3735 | 51.8072 | 60.241 | 43.3735 |
Ratio Avg Win / Avg Loss | 1.2614 | 1.177 | 1.219 | 0.9382 | 0.8513 | 0.9262 |
Largest Winning Trade | 141489 | 141489 | 35469 | 177115 | 177115 | 66865 |
Largest Losing Trade | -63829 | -45196 | -63829 | -163053 | -163053 | -103151 |
Avg Bars in Trades | 16 | 22 | 9 | 16 | 22 | 9 |
Avg Bars in Winners | 21 | 27 | 13 | 21 | 27 | 13 |
Avg Bars in Losers | 10 | 16 | 6 | 10 | 16 | 6 |
Bars Traded | 2718 | 1907 | 811 | 2718 | 1907 | 811 |
Profit Streak | 0 | 474.9497 | 0 | 0 | 474.9497 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338993 | 454012 | -581742 | -556221 | -69468 | -583409 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 2.61004 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 2.61004 } } }
# | 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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