Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655047.7812 | 1584965.3465 | 70082.4347 | 45739601.126 | 54864415.5854 | -9124814.4593 |
Total P&L (%) | 1655.0478 | 1584.9653 | 70.0824 | 45739.6011 | 54864.4156 | -9124.8145 |
Avg Daily Profit (%) | 0.8868 | 0.8492 | 0.0376 | 0.3289 | 0.3386 | 0 |
Buy And Hold Return (%) | 7850.3435 | 7850.3435 | 7850.3435 | 7850.3435 | 7850.3435 | 7850.3435 |
Max Trade Drawdown | -85117 | -61450 | -100853 | -12955308 | -10527394 | -17653233 |
Profit Factor | 4.0444 | 7.4789 | 1.2344 | 1.5917 | 2.6163 | 0.7895 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 43.956 | 51.1111 | 36.9565 | 43.956 | 51.1111 | 36.9565 |
Ratio Avg Win / Avg Loss | 5.1566 | 7.1538 | 2.1057 | 2.0295 | 2.5025 | 1.3468 |
Largest Winning Trade | 761509 | 761509 | 68567 | 14993104 | 14993104 | 9042929 |
Largest Losing Trade | -30844 | -30844 | -27642 | -10527394 | -10527394 | -7741322 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 94 | 81 | 112 | 94 | 81 | 112 |
Avg Bars in Losers | 32 | 27 | 36 | 32 | 27 | 36 |
Bars Traded | 5442 | 2486 | 2956 | 5442 | 2486 | 2956 |
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 | -147549 | -143830 | -312721 | 332171 | 518928 | -584110 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 3.34917 } }, "second_band": { "type": "ohlc4", "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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