Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899811.3339 | 828535.2224 | 71276.1115 | 983992.1544 | 2146366.185 | -1162374.0307 |
Total P&L (%) | 899.8113 | 828.5352 | 71.2761 | 983.9922 | 2146.3662 | -1162.374 |
Avg Daily Profit (%) | 0.4319 | 0.3977 | 0.0342 | 0.1145 | 0.1495 | 0 |
Buy And Hold Return (%) | 67.5774 | 67.5774 | 67.5774 | 67.5774 | 67.5774 | 67.5774 |
Max Trade Drawdown | -189108 | -121364 | -183620 | -2917355 | -2121909 | -1802870 |
Profit Factor | 1.6519 | 2.222 | 1.1015 | 1.055 | 1.2435 | 0.8721 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 37.9085 | 35.2941 | 40.5229 | 37.9085 | 35.2941 | 40.5229 |
Ratio Avg Win / Avg Loss | 2.7057 | 4.0737 | 1.6167 | 1.728 | 2.2798 | 1.28 |
Largest Winning Trade | 323865 | 323865 | 67799 | 2143759 | 2143759 | 692408 |
Largest Losing Trade | -44235 | -26939 | -44235 | -738277 | -539737 | -738277 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 134 | 130 | 136 | 134 | 130 | 136 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 24498 | 11424 | 13074 | 24498 | 11424 | 13074 |
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 | 361669 | 305402 | -407156 | -201828 | 82734 | -582550 |
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{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.01513 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 899811.3338624549, 828535.2223580398, 71276.111504415, 983992.1543638173, 2146366.185014872, -1162374.0306510532 ], [ 899.811334, 828.535222, 71.276112, 983.992154, 2146.366185, -1162.374031 ], [ 0.43191, 0.397698, 0.034213, 0.114461, 0.149483, 0 ], [ 67.577413, 67.577413, 67.577413, 67.577413, 67.577413, 67.577413 ], [ -189108, -121364, -183620, -2917355, -2121909, -1802870 ], [ 1.651885, 2.222002, 1.101489, 1.054968, 1.243527, 0.872091 ], [ 306, 153, 153, 306, 153, 153 ], [ 116, 54, 62, 116, 54, 62 ], [ 190, 99, 91, 190, 99, 91 ], [ 37.908497, 35.294118, 40.522876, 37.908497, 35.294118, 40.522876 ], [ 2.705674, 4.07367, 1.616701, 1.727965, 2.2798, 1.280005 ], [ 323865, 323865, 67799, 2143759, 2143759, 692408 ], [ -44235, -26939, -44235, -738277, -539737, -738277 ], [ 80, 74, 85, 80, 74, 85 ], [ 134, 130, 136, 134, 130, 136 ], [ 47, 44, 50, 47, 44, 50 ], [ 24498, 11424, 13074, 24498, 11424, 13074 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361669, 305402, -407156, -201828, 82734, -582550 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 229, "offset": 0, "multiplier": 3.01513 } } }
# | 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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