Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843281.5376 | 761080.8256 | 82200.712 | 324892.6934 | 1498746.7788 | -1173854.0854 |
Total P&L (%) | 843.2815 | 761.0808 | 82.2007 | 324.8927 | 1498.7468 | -1173.8541 |
Avg Daily Profit (%) | 0.364 | 0.3285 | 0.0355 | 0.0625 | 0.1197 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181147 | -100105 | -182186 | -2852017 | -1608882 | -1697863 |
Profit Factor | 1.5763 | 1.9578 | 1.1229 | 1.0377 | 1.3148 | 0.6963 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 39.2157 | 37.5 | 40.9449 | 39.2157 | 37.5 | 40.9449 |
Ratio Avg Win / Avg Loss | 2.4433 | 3.2629 | 1.6196 | 1.6084 | 2.1914 | 1.0043 |
Largest Winning Trade | 279210 | 279210 | 70857 | 2207957 | 2207957 | 204910 |
Largest Losing Trade | -52800 | -40004 | -52800 | -724763 | -724763 | -456682 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 79 | 79 | 78 | 79 | 79 | 78 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 13639 | 6722 | 6917 | 13639 | 6722 | 6917 |
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 | 340667 | 280048 | -233419 | -290369 | -36567 | -582849 |
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.43317 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.25708 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.43317 } }, "second_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.25708 } } }
# | 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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