Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560669.7387 | 459213.0829 | 101456.6558 | 814885.7982 | 580834.1506 | 234051.6475 |
Total P&L (%) | 560.6697 | 459.2131 | 101.4567 | 814.8858 | 580.8342 | 234.0516 |
Avg Daily Profit (%) | 0.3013 | 0.2468 | 0.0545 | 0.119 | 0.1031 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119528 | -74285 | -106586 | -316231 | -168313 | -327556 |
Profit Factor | 1.6053 | 1.9888 | 1.2197 | 1.3918 | 1.5359 | 1.235 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 41.3043 | 44.9275 | 37.6812 | 41.3043 | 44.9275 | 37.6812 |
Ratio Avg Win / Avg Loss | 2.2812 | 2.4379 | 2.0171 | 1.9778 | 1.8827 | 2.0425 |
Largest Winning Trade | 113003 | 113003 | 61164 | 219914 | 219914 | 192196 |
Largest Losing Trade | -26495 | -26495 | -24509 | -122438 | -122438 | -115203 |
Avg Bars in Trades | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Winners | 64 | 43 | 90 | 64 | 43 | 90 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 5352 | 2139 | 3213 | 5352 | 2139 | 3213 |
Profit Streak | 0 | 0 | 172.4112 | 0 | 0 | 172.4112 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321338 | -92131 | -224793 | -34929 | -156161 | -210945 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 161, "offset": 0, "multiplier": 2.67542 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 2.54931 } } }
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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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