Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718184.7519 | 519945.1471 | 198239.6048 | 4925167.9152 | 6609476.1384 | -1684308.2232 |
Total P&L (%) | 718.1848 | 519.9451 | 198.2396 | 4925.1679 | 6609.4761 | -1684.3082 |
Avg Daily Profit (%) | 0.3447 | 0.2496 | 0.0952 | 0.1882 | 0.2021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160349 | -105820 | -107559 | -16490030 | -9074413 | -9763652 |
Profit Factor | 1.4655 | 1.6505 | 1.2667 | 1.0588 | 1.1484 | 0.9571 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 236 | 116 | 120 | 236 | 116 | 120 |
Losing Trades | 250 | 127 | 123 | 250 | 127 | 123 |
Profitability (%) | 48.5597 | 47.7366 | 49.3827 | 48.5597 | 47.7366 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.5525 | 1.807 | 1.2983 | 1.1216 | 1.2573 | 0.9811 |
Largest Winning Trade | 114464 | 114464 | 46676 | 4528881 | 4528881 | 1767592 |
Largest Losing Trade | -45355 | -38963 | -45355 | -4184427 | -4184427 | -3975994 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 36 | 41 | 31 | 36 | 41 | 31 |
Bars Traded | 24639 | 12823 | 11816 | 24639 | 12823 | 11816 |
Profit Streak | 13.7463 | 13.7463 | 19.6629 | 13.7463 | 13.7463 | 19.6629 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523365 | 432803 | -65020 | -144893 | -48746 | -579745 |
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{ "first_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.58263 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 4.33752 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.58263 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 4.33752 } } }
# | 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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