Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229856.3785 | 182262.2015 | 47594.177 | -28259.0363 | 51384.323 | -79643.3592 |
Total P&L (%) | 229.8564 | 182.2622 | 47.5942 | -28.259 | 51.3843 | -79.6434 |
Avg Daily Profit (%) | 0.2207 | 0.175 | 0.0457 | -0.0319 | 0.0398 | -0.1527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103680 | -91389 | -88573 | -365703 | -316291 | -230967 |
Profit Factor | 1.1742 | 1.2953 | 1.0678 | 0.989 | 1.0414 | 0.9404 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 283 | 144 | 139 | 283 | 144 | 139 |
Losing Trades | 257 | 126 | 131 | 257 | 126 | 131 |
Profitability (%) | 52.4074 | 53.3333 | 51.4815 | 52.4074 | 53.3333 | 51.4815 |
Ratio Avg Win / Avg Loss | 1.0663 | 1.1334 | 1.0063 | 0.8982 | 0.9113 | 0.8863 |
Largest Winning Trade | 49394 | 49394 | 38594 | 61210 | 61210 | 39659 |
Largest Losing Trade | -86784 | -30333 | -86784 | -226256 | -78837 | -226256 |
Avg Bars in Trades | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 54 | 55 | 54 | 54 | 55 | 54 |
Bars Traded | 24769 | 12259 | 12510 | 24769 | 12259 | 12510 |
Profit Streak | 3.0018 | 5.1685 | 3.0018 | 3.0018 | 5.1685 | 3.0018 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18228 | 357607 | -279501 | -577920 | -315092 | -580875 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.85514 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 3.85514 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } } }
# | 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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