Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425533.303 | 311067.9915 | 114465.3115 | 864209.8405 | 155068.3361 | 709141.5044 |
Total P&L (%) | 425.5333 | 311.068 | 114.4653 | 864.2098 | 155.0683 | 709.1415 |
Avg Daily Profit (%) | 0.3482 | 0.2546 | 0.0937 | 0.1856 | 0.0767 | 0.1712 |
Buy And Hold Return (%) | 17.5439 | 17.5439 | 17.5439 | 17.5439 | 17.5439 | 17.5439 |
Max Trade Drawdown | -121326 | -85226 | -50334 | -1174413 | -1082358 | -398846 |
Profit Factor | 1.6021 | 1.8798 | 1.3241 | 1.2042 | 1.0602 | 1.4284 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 64.5161 | 67.9487 | 61.039 | 64.5161 | 67.9487 | 61.039 |
Ratio Avg Win / Avg Loss | 0.8811 | 0.8867 | 0.8452 | 0.6623 | 0.5001 | 0.9118 |
Largest Winning Trade | 43741 | 43741 | 21699 | 213190 | 172062 | 213190 |
Largest Losing Trade | -48862 | -48862 | -43081 | -661391 | -661391 | -266580 |
Avg Bars in Trades | 45 | 55 | 35 | 45 | 55 | 35 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 55 | 85 | 31 | 55 | 85 | 31 |
Bars Traded | 7035 | 4338 | 2696 | 7035 | 4338 | 2696 |
Profit Streak | 0 | 0 | 73.3825 | 0 | 0 | 73.3825 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426112 | -22975 | -108441 | 303857 | -278454 | -31781 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 4.70414 } } }
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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) |
---|