Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1671086.2957 | 1570886.5945 | 100199.7012 | 80419611.4887 | 114043107.6375 | -33623496.1488 |
Total P&L (%) | 1671.0863 | 1570.8866 | 100.1997 | 80419.6115 | 114043.1076 | -33623.4961 |
Avg Daily Profit (%) | 0.901 | 0.847 | 0.054 | 0.3614 | 0.3803 | 0 |
Buy And Hold Return (%) | 6303.4484 | 6303.4484 | 6303.4484 | 6303.4484 | 6303.4484 | 6303.4484 |
Max Trade Drawdown | -56535 | -61157 | -72069 | -42352851 | -36518659 | -45140754 |
Profit Factor | 4.3053 | 7.4532 | 1.3822 | 1.3933 | 2.1914 | 0.6908 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 45.1613 | 47.8261 | 42.5532 | 45.1613 | 47.8261 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.2279 | 8.1308 | 1.866 | 1.6919 | 2.3906 | 0.9325 |
Largest Winning Trade | 683553 | 683553 | 68567 | 41040630 | 41040630 | 21450013 |
Largest Losing Trade | -32175 | -27634 | -32175 | -26328429 | -26328429 | -17907860 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Losers | 30 | 24 | 35 | 30 | 24 | 35 |
Bars Traded | 5442 | 2617 | 2825 | 5442 | 2617 | 2825 |
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 | -146872 | -144814 | -287666 | 343765 | 467155 | -583592 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.40517 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 3.40517 } }, "second_band": { "type": "hlc3", "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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