Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291279.1306 | 399824.0326 | -108544.902 | -59139.6791 | 61666.1312 | -120805.8104 |
Total P&L (%) | 291.2791 | 399.824 | -108.5449 | -59.1397 | 61.6661 | -120.8058 |
Avg Daily Profit (%) | 0.1568 | 0.2152 | -0.0584 | -0.0482 | 0.0259 | 0 |
Buy And Hold Return (%) | 124.206 | 124.206 | 124.206 | 124.206 | 124.206 | 124.206 |
Max Trade Drawdown | -157935 | -101007 | -272738 | -94206 | -44979 | -121021 |
Profit Factor | 1.218 | 1.7138 | 0.8601 | 0.8718 | 1.3272 | 0.5574 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 50.4545 | 51.8182 | 49.0909 | 50.4545 | 51.8182 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.196 | 1.5935 | 0.892 | 0.8561 | 1.2341 | 0.578 |
Largest Winning Trade | 128458 | 128458 | 65027 | 28968 | 28968 | 21347 |
Largest Losing Trade | -50199 | -32631 | -50199 | -29683 | -13223 | -29683 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 31 | 22 | 39 | 31 | 22 | 39 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5368 | 2239 | 3129 | 5368 | 2239 | 3129 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 134436 | 300035 | -581115 | -579289 | -323605 | -581115 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 125, "offset": 0, "multiplier": 3.09983 } }, "second_band": { "type": "linreg", "factors": { "length": 36, "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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