Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586980.9784 | 652518.0675 | -65537.0892 | -767475.3292 | -1136984.9723 | 369509.6431 |
Total P&L (%) | 586.981 | 652.5181 | -65.5371 | -767.4753 | -1136.985 | 369.5096 |
Avg Daily Profit (%) | 0.2543 | 0.2827 | -0.0284 | 0 | 0 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318574 | -68674 | -388591 | -5100416 | -3038170 | -3716275 |
Profit Factor | 1.3818 | 2.2359 | 0.9351 | 0.9599 | 0.8603 | 1.0337 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 120 | 60 | 60 | 89 | 45 | 44 |
Losing Trades | 84 | 42 | 42 | 115 | 57 | 58 |
Profitability (%) | 58.8235 | 58.8235 | 58.8235 | 43.6275 | 44.1176 | 43.1373 |
Ratio Avg Win / Avg Loss | 0.9672 | 1.5651 | 0.6546 | 1.2403 | 1.0897 | 1.3625 |
Largest Winning Trade | 210301 | 210301 | 69698 | 2322229 | 660805 | 2322229 |
Largest Losing Trade | -234574 | -38592 | -234574 | -1101208 | -977967 | -1101208 |
Avg Bars in Trades | 21 | 14 | 29 | 21 | 14 | 29 |
Avg Bars in Winners | 22 | 12 | 32 | 21 | 19 | 23 |
Avg Bars in Losers | 21 | 17 | 24 | 22 | 10 | 33 |
Bars Traded | 4466 | 1500 | 2966 | 4466 | 1500 | 2966 |
Profit Streak | 0 | 0 | 0 | 53.4346 | 53.4346 | 56.4346 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356705 | 509015 | -579638 | -579258 | -580840 | -289054 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.91621 } }, "second_band": { "type": "linreg", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.91621 } }, "second_band": { "type": "linreg", "factors": { "length": 72, "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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