Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1608743.6351 | 1552797.7895 | 55945.8456 | 33324116.3655 | 36074481.8747 | -2750365.5092 |
Total P&L (%) | 1608.7436 | 1552.7978 | 55.9458 | 33324.1164 | 36074.4819 | -2750.3655 |
Avg Daily Profit (%) | 0.8609 | 0.831 | 0.0299 | 0.3115 | 0.3157 | 0 |
Buy And Hold Return (%) | 6342.1244 | 6342.1244 | 6342.1244 | 6342.1244 | 6342.1244 | 6342.1244 |
Max Trade Drawdown | -75093 | -65598 | -121470 | -16839555 | -13787912 | -7185506 |
Profit Factor | 3.5296 | 6.0953 | 1.1689 | 1.5633 | 2.1807 | 0.9038 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.4121 | 7.6191 | 1.4611 | 1.9542 | 2.7259 | 1.1298 |
Largest Winning Trade | 642289 | 642289 | 68567 | 8864356 | 8864356 | 7177938 |
Largest Losing Trade | -39664 | -27316 | -39664 | -11179152 | -11179152 | -4534353 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 83 | 90 | 77 | 83 | 90 | 77 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 5531 | 2924 | 2607 | 5531 | 2924 | 2607 |
Profit Streak | 30.7461 | 35.4127 | 0 | 30.7461 | 35.4127 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147175 | -325729 | -535599 | 334728 | -169371 | -761327 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 3.20184 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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