Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450793.6805 | 530603.8975 | -79810.217 | -30887.3271 | 121790.698 | -152678.0251 |
Total P&L (%) | 450.7937 | 530.6039 | -79.8102 | -30.8873 | 121.7907 | -152.678 |
Avg Daily Profit (%) | 0.242 | 0.2848 | -0.0428 | -0.0198 | 0.0428 | 0 |
Buy And Hold Return (%) | 81.8367 | 81.8367 | 81.8367 | 81.8367 | 81.8367 | 81.8367 |
Max Trade Drawdown | -139618 | -87467 | -137033 | -265010 | -182955 | -177972 |
Profit Factor | 1.3534 | 1.8735 | 0.8806 | 0.9796 | 1.1655 | 0.8046 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 41.8605 | 41.6667 | 42.0561 | 41.8605 | 41.6667 | 42.0561 |
Ratio Avg Win / Avg Loss | 1.8797 | 2.6228 | 1.2132 | 1.3606 | 1.6317 | 1.1085 |
Largest Winning Trade | 188560 | 188560 | 69815 | 200500 | 200500 | 128112 |
Largest Losing Trade | -62748 | -36000 | -62748 | -103755 | -103755 | -67153 |
Avg Bars in Trades | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 11007 | 5586 | 5421 | 11007 | 5586 | 5421 |
Profit Streak | 0 | 0 | 28.3803 | 0 | 0 | 28.3803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232786 | 304804 | -581929 | -581151 | -190553 | -581929 |
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.24405 } }, "second_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.26238 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.24405 } }, "second_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.26238 } } }
# | 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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