Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972615.9574 | 858845.9705 | 113769.9869 | 1002899.9093 | 719518.3934 | 283381.5159 |
Total P&L (%) | 972.616 | 858.846 | 113.77 | 1002.8999 | 719.5184 | 283.3815 |
Avg Daily Profit (%) | 0.4201 | 0.371 | 0.0491 | 0.1037 | 0.0909 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135062 | -117156 | -181633 | -2579383 | -2494433 | -698589 |
Profit Factor | 1.8085 | 2.4752 | 1.1833 | 1.1266 | 1.1616 | 1.0817 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 40.2174 | 36.9565 | 43.4783 | 40.2174 | 36.9565 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.6883 | 4.2224 | 1.5382 | 1.6747 | 1.9815 | 1.4062 |
Largest Winning Trade | 396799 | 396799 | 71898 | 1877325 | 1877325 | 622311 |
Largest Losing Trade | -34567 | -27446 | -34567 | -744142 | -744142 | -333001 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 85 | 78 | 90 | 85 | 78 | 90 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 9097 | 4073 | 5024 | 9097 | 4073 | 5024 |
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 | 378328 | 318079 | -147947 | -137068 | -118230 | -248915 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 3.21134 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 22, "offset": 0, "multiplier": 3.21134 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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