Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591221.0076 | 485187.0017 | 106034.0059 | 239994.8469 | 255470.6115 | -15475.7645 |
Total P&L (%) | 591.221 | 485.187 | 106.034 | 239.9948 | 255.4706 | -15.4758 |
Avg Daily Profit (%) | 0.318 | 0.261 | 0.057 | 0.0659 | 0.0682 | -0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154855 | -89378 | -163948 | -206985 | -59348 | -149461 |
Profit Factor | 1.4492 | 1.9875 | 1.1286 | 1.2291 | 1.7352 | 0.9779 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Profitability (%) | 52.4444 | 55.3571 | 49.5575 | 52.4444 | 55.3571 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.3141 | 1.6028 | 1.1487 | 1.1145 | 1.3993 | 0.9954 |
Largest Winning Trade | 81207 | 81207 | 47355 | 83725 | 74257 | 83725 |
Largest Losing Trade | -80144 | -33701 | -80144 | -85843 | -51666 | -85843 |
Avg Bars in Trades | 24 | 18 | 29 | 24 | 18 | 29 |
Avg Bars in Winners | 23 | 15 | 33 | 23 | 15 | 33 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5437 | 2083 | 3354 | 5437 | 2083 | 3354 |
Profit Streak | 11.592 | 0 | 47.592 | 11.592 | 0 | 47.592 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448019 | 454840 | -195011 | -102951 | -98916 | -579937 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.92748 } }, "second_band": { "type": "midpoint", "factors": { "length": 38, "offset": 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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