Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505771.028 | 399903.4029 | 105867.6251 | 299462.7329 | 328943.5181 | -29480.7853 |
Total P&L (%) | 505.771 | 399.9034 | 105.8676 | 299.4627 | 328.9435 | -29.4808 |
Avg Daily Profit (%) | 0.2852 | 0.2255 | 0.0597 | 0.0781 | 0.0821 | -0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166997 | -62448 | -120584 | -748991 | -221561 | -527429 |
Profit Factor | 1.6341 | 2.3305 | 1.213 | 1.1806 | 1.624 | 0.9739 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 56.25 | 58.9286 | 53.5714 | 56.25 | 58.9286 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.271 | 1.6243 | 1.0513 | 0.9183 | 1.1318 | 0.8441 |
Largest Winning Trade | 71610 | 71610 | 64905 | 337213 | 189864 | 337213 |
Largest Losing Trade | -63464 | -44034 | -63464 | -253906 | -130150 | -253906 |
Avg Bars in Trades | 45 | 28 | 63 | 45 | 28 | 63 |
Avg Bars in Winners | 45 | 26 | 64 | 45 | 26 | 64 |
Avg Bars in Losers | 46 | 29 | 62 | 46 | 29 | 62 |
Bars Traded | 5132 | 1570 | 3562 | 5132 | 1570 | 3562 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426846 | -166342 | -293246 | -111038 | -259932 | -760370 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 4.59357 } }, "second_band": { "type": "ema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 4.59357 } }, "second_band": { "type": "ema", "factors": { "length": 69, "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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