Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343765.9844 | 392518.5159 | -48752.5315 | -22161.1618 | 239382.6261 | -261543.7879 |
Total P&L (%) | 343.766 | 392.5185 | -48.7525 | -22.1612 | 239.3826 | -261.5438 |
Avg Daily Profit (%) | 0.1376 | 0.1571 | -0.0195 | -0.01 | 0.0489 | 0 |
Buy And Hold Return (%) | 16.4179 | 16.4179 | 16.4179 | 16.4179 | 16.4179 | 16.4179 |
Max Trade Drawdown | -158149 | -81871 | -219892 | -589188 | -180868 | -655326 |
Profit Factor | 1.174 | 1.4396 | 0.955 | 0.9941 | 1.1368 | 0.8696 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 225 | 115 | 110 | 225 | 115 | 110 |
Losing Trades | 239 | 117 | 122 | 239 | 117 | 122 |
Profitability (%) | 48.4914 | 49.569 | 47.4138 | 48.4914 | 49.569 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.2471 | 1.4647 | 1.0591 | 1.056 | 1.1566 | 0.9645 |
Largest Winning Trade | 72809 | 72809 | 49045 | 184391 | 87763 | 184391 |
Largest Losing Trade | -45737 | -44000 | -45737 | -99028 | -99028 | -97803 |
Avg Bars in Trades | 31 | 25 | 38 | 31 | 25 | 38 |
Avg Bars in Winners | 36 | 26 | 47 | 36 | 26 | 47 |
Avg Bars in Losers | 27 | 23 | 30 | 27 | 23 | 30 |
Bars Traded | 14755 | 5833 | 8922 | 14755 | 5833 | 8922 |
Profit Streak | 0 | 0 | 31.9742 | 0 | 0 | 31.9742 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36643 | 322555 | -578918 | -577273 | -196874 | -580584 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 4.50171 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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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) |
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