Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12109593.9152 | 12108532.7816 | 1061.1336 | 8060267.8514 | 12632902.252 | -4572634.4006 |
Total P&L (%) | 12109.5939 | 12108.5328 | 1.0611 | 8060.2679 | 12632.9023 | -4572.6344 |
Avg Daily Profit (%) | 6.4861 | 6.4856 | 0.0006 | 0.2361 | 0.2599 | 0 |
Buy And Hold Return (%) | 8129.4666 | 8129.4666 | 8129.4666 | 8129.4666 | 8129.4666 | 8129.4666 |
Max Trade Drawdown | -138963 | -146796 | -77046 | -15333641 | -12501627 | -7563672 |
Profit Factor | 22.1038 | 35.8913 | 1.0047 | 1.1793 | 1.4251 | 0.6996 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 54.023 | 48.8372 | 59.0909 | 54.023 | 48.8372 | 59.0909 |
Ratio Avg Win / Avg Loss | 18.8118 | 37.6005 | 0.6955 | 1.0037 | 1.493 | 0.4844 |
Largest Winning Trade | 11459341 | 11459341 | 27085 | 15539577 | 15539577 | 2151731 |
Largest Losing Trade | -59814 | -59814 | -37473 | -4716837 | -4716837 | -2221863 |
Avg Bars in Trades | 57 | 103 | 13 | 57 | 103 | 13 |
Avg Bars in Winners | 74 | 149 | 14 | 74 | 149 | 14 |
Avg Bars in Losers | 37 | 58 | 11 | 37 | 58 | 11 |
Bars Traded | 5017 | 4430 | 587 | 5017 | 4430 | 587 |
Profit Streak | 0 | 171.2299 | 0 | 0 | 171.2299 | 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 | 423569 | 401458 | -573359 | -179924 | -283 | -579263 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 2.93993 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 2.93993 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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