Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772650.3729 | 760672.5139 | 11977.8589 | 9519142.0004 | 16672306.6034 | -7153164.603 |
Total P&L (%) | 772.6504 | 760.6725 | 11.9779 | 9519.142 | 16672.3066 | -7153.1646 |
Avg Daily Profit (%) | 0.4141 | 0.4077 | 0.0064 | 0.2451 | 0.2749 | 0 |
Buy And Hold Return (%) | 5624.4016 | 5624.4016 | 5624.4016 | 5624.4016 | 5624.4016 | 5624.4016 |
Max Trade Drawdown | -89712 | -68578 | -154135 | -6064412 | -4722162 | -12776798 |
Profit Factor | 1.8006 | 2.726 | 1.0228 | 1.1632 | 1.6247 | 0.7738 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Losing Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Profitability (%) | 53.3679 | 60.4167 | 46.3918 | 53.3679 | 60.4167 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.5734 | 1.786 | 1.182 | 1.0164 | 1.0644 | 0.8942 |
Largest Winning Trade | 80756 | 80756 | 49034 | 3089722 | 3089722 | 2223187 |
Largest Losing Trade | -33321 | -32311 | -33321 | -2610039 | -2610039 | -2482290 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 33 | 25 | 42 | 33 | 25 | 42 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 5440 | 2328 | 3112 | 5440 | 2328 | 3112 |
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 | -150769 | -149433 | -547121 | -39768 | 317887 | -582476 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.49855 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.49855 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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