Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629537.5423 | 581955.6965 | 47581.8458 | 894270.8291 | 2358323.3028 | -1464052.4737 |
Total P&L (%) | 629.5375 | 581.9557 | 47.5818 | 894.2708 | 2358.3233 | -1464.0525 |
Avg Daily Profit (%) | 0.2707 | 0.2502 | 0.0205 | 0.0988 | 0.1378 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159708 | -104589 | -237459 | -1439946 | -769685 | -2153810 |
Profit Factor | 1.6946 | 2.4201 | 1.0958 | 1.113 | 1.7243 | 0.6855 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 42.1875 | 43.75 | 40.625 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 2.3222 | 3.1116 | 1.6016 | 1.5253 | 2.2169 | 1.0019 |
Largest Winning Trade | 161295 | 161295 | 89104 | 757204 | 757204 | 363138 |
Largest Losing Trade | -53095 | -29690 | -53095 | -856217 | -209716 | -856217 |
Avg Bars in Trades | 34 | 23 | 45 | 34 | 23 | 45 |
Avg Bars in Winners | 58 | 32 | 87 | 58 | 32 | 87 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4386 | 1502 | 2884 | 4386 | 1502 | 2884 |
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 | 329530 | -128533 | -424187 | -158437 | -147053 | -722215 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 2.50318 } }, "second_band": { "type": "hlc3", "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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