Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623624.0849 | 1572701.5203 | 50922.5646 | 35589475.9199 | 37238729.3491 | -1649253.4292 |
Total P&L (%) | 1623.6241 | 1572.7015 | 50.9226 | 35589.4759 | 37238.7293 | -1649.2534 |
Avg Daily Profit (%) | 0.8746 | 0.8471 | 0.0274 | 0.3171 | 0.3195 | 0 |
Buy And Hold Return (%) | 7640.8165 | 7640.8165 | 7640.8165 | 7640.8165 | 7640.8165 | 7640.8165 |
Max Trade Drawdown | -57123 | -87076 | -53791 | -11484980 | -5312925 | -10603721 |
Profit Factor | 3.6108 | 6.2172 | 1.1589 | 1.6104 | 2.6265 | 0.9534 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 39.759 | 42.1687 | 37.3494 | 39.759 | 42.1687 | 37.3494 |
Ratio Avg Win / Avg Loss | 5.4709 | 8.5265 | 1.944 | 2.44 | 3.6021 | 1.5993 |
Largest Winning Trade | 674868 | 674868 | 63573 | 14059265 | 14059265 | 8648332 |
Largest Losing Trade | -22568 | -22568 | -21625 | -6010589 | -1978899 | -6010589 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 71 | 74 | 67 | 71 | 74 | 67 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 6998 | 3563 | 3435 | 6998 | 3563 | 3435 |
Profit Streak | 0 | 20.8141 | 0 | 0 | 20.8141 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148883 | -146867 | -371878 | 264112 | 352734 | -583251 |
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{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 3.55783 } }, "second_band": { "type": "supertrend", "factors": { "length": 236, "offset": 0, "multiplier": 1.51596 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 3.55783 } }, "second_band": { "type": "supertrend", "factors": { "length": 236, "offset": 0, "multiplier": 1.51596 } } }
# | 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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