Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671930.5642 | 649449.5364 | 22481.0277 | 618388.2757 | 829044.8634 | -210656.5877 |
Total P&L (%) | 671.9306 | 649.4495 | 22.481 | 618.3883 | 829.0449 | -210.6566 |
Avg Daily Profit (%) | 0.2909 | 0.2811 | 0.0097 | 0.0854 | 0.0965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148231 | -99419 | -192323 | -1023510 | -913497 | -908394 |
Profit Factor | 1.8379 | 2.6276 | 1.0558 | 1.1453 | 1.353 | 0.8896 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.6547 | 3.7954 | 1.525 | 1.6543 | 1.9543 | 1.2849 |
Largest Winning Trade | 140403 | 140403 | 88094 | 604943 | 604943 | 339108 |
Largest Losing Trade | -48771 | -40603 | -48771 | -293988 | -293988 | -203194 |
Avg Bars in Trades | 73 | 44 | 101 | 73 | 44 | 101 |
Avg Bars in Winners | 125 | 62 | 188 | 125 | 62 | 188 |
Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
Bars Traded | 6425 | 1979 | 4447 | 6425 | 1979 | 4447 |
Profit Streak | 0 | 0 | 312.2524 | 0 | 0 | 312.2524 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324052 | 369568 | -345237 | -141427 | -65627 | -581242 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 4.2319 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 3.33493 } } }
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# | 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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