Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688753.7012 | 733302.2986 | -44548.5975 | -1939.6874 | 260043.5613 | -261983.2487 |
Total P&L (%) | 688.7537 | 733.3023 | -44.5486 | -1.9397 | 260.0436 | -261.9832 |
Avg Daily Profit (%) | 0.373 | 0.3971 | -0.0241 | -0.0011 | 0.0694 | 0 |
Buy And Hold Return (%) | 224.0541 | 224.0541 | 224.0541 | 224.0541 | 224.0541 | 224.0541 |
Max Trade Drawdown | -263685 | -197728 | -103249 | -2230725 | -1940521 | -684280 |
Profit Factor | 1.3334 | 1.546 | 0.9384 | 0.9999 | 1.0266 | 0.9371 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 291 | 131 | 160 | 291 | 131 | 160 |
Losing Trades | 342 | 185 | 157 | 342 | 185 | 157 |
Profitability (%) | 45.9716 | 41.4557 | 50.4732 | 45.9716 | 41.4557 | 50.4732 |
Ratio Avg Win / Avg Loss | 1.5671 | 2.1833 | 0.9208 | 1.1751 | 1.4498 | 0.9196 |
Largest Winning Trade | 308256 | 308256 | 16046 | 1157608 | 1157608 | 218497 |
Largest Losing Trade | -48146 | -48146 | -22803 | -532389 | -532389 | -255423 |
Avg Bars in Trades | 17 | 29 | 4 | 17 | 29 | 4 |
Avg Bars in Winners | 19 | 38 | 4 | 19 | 38 | 4 |
Avg Bars in Losers | 14 | 22 | 5 | 14 | 22 | 5 |
Bars Traded | 10916 | 9332 | 1584 | 10916 | 9332 | 1584 |
Profit Streak | 3.4744 | 0 | 9.1411 | 3.4744 | 0 | 9.1411 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330609 | 273753 | -578222 | -577797 | -409303 | -578222 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 1.58051 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 2.83015 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 1.58051 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 2.83015 } } }
# | 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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