Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276204.5133 | 187659.1585 | 88545.3548 | -406379.3886 | -9591.2019 | -396788.1867 |
Total P&L (%) | 276.2045 | 187.6592 | 88.5454 | -406.3794 | -9.5912 | -396.7882 |
Avg Daily Profit (%) | 0.2258 | 0.1534 | 0.0724 | 0 | -0.0082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123398 | -65492 | -119120 | -545909 | -114828 | -469444 |
Profit Factor | 1.5044 | 1.7299 | 1.3049 | 0.6425 | 0.9784 | 0.427 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 72 | 35 | 37 | 39 | 21 | 18 |
Losing Trades | 35 | 19 | 16 | 68 | 33 | 35 |
Profitability (%) | 67.2897 | 64.8148 | 69.8113 | 36.4486 | 38.8889 | 33.9623 |
Ratio Avg Win / Avg Loss | 0.7313 | 0.9391 | 0.5643 | 1.1203 | 1.5375 | 0.8302 |
Largest Winning Trade | 34777 | 34777 | 24395 | 71521 | 71521 | 41952 |
Largest Losing Trade | -119120 | -38830 | -119120 | -285329 | -31294 | -285329 |
Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Winners | 24 | 25 | 23 | 44 | 53 | 33 |
Avg Bars in Losers | 50 | 62 | 35 | 25 | 28 | 23 |
Bars Traded | 3487 | 2066 | 1421 | 3487 | 2066 | 1421 |
Profit Streak | 74.7354 | 117.0688 | 74.7354 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419729 | -168951 | -273613 | -584096 | -762376 | -767070 |
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{ "first_band": { "type": "linreg", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 3.11013 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 3.11013 } } }
# | 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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