Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42312.2847 | 287827.6457 | -245515.3611 | -100028.4349 | 1362218.2739 | -1462246.7088 |
Total P&L (%) | 42.3123 | 287.8276 | -245.5154 | -100.0284 | 1362.2183 | -1462.2467 |
Avg Daily Profit (%) | 0.0229 | 0.1559 | -0.133 | 0 | 0.1454 | 0 |
Buy And Hold Return (%) | 76.6873 | 76.6873 | 76.6873 | 76.6873 | 76.6873 | 76.6873 |
Max Trade Drawdown | -324542 | -141441 | -289248 | -1932063 | -218328 | -1926103 |
Profit Factor | 1.0261 | 1.4527 | 0.7504 | 0.968 | 4.3511 | 0.4623 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 143 | 76 | 67 | 141 | 72 | 69 |
Losing Trades | 103 | 47 | 56 | 105 | 51 | 54 |
Profitability (%) | 58.1301 | 61.7886 | 54.4715 | 57.3171 | 58.5366 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.7391 | 0.8984 | 0.6272 | 0.7209 | 3.082 | 0.3618 |
Largest Winning Trade | 40638 | 40638 | 31609 | 622212 | 283770 | 622212 |
Largest Losing Trade | -130133 | -57981 | -130133 | -1420262 | -108852 | -1420262 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 22 | 22 | 22 | 27 | 27 | 27 |
Avg Bars in Losers | 39 | 46 | 34 | 32 | 37 | 28 |
Bars Traded | 7316 | 3890 | 3426 | 7316 | 3890 | 3426 |
Profit Streak | 0 | 0 | 0 | 18.4264 | 18.4264 | 32.6764 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -518866 | 196318 | -580148 | -576790 | 367741 | -578941 |
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{ "first_band": { "type": "linreg", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.066 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.066 } } }
# | 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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