Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405699.6389 | 399584.0434 | 6115.5955 | 1569711.8738 | 1976748.5048 | -407036.631 |
Total P&L (%) | 405.6996 | 399.584 | 6.1156 | 1569.7119 | 1976.7485 | -407.0366 |
Avg Daily Profit (%) | 0.3895 | 0.3836 | 0.0059 | 0.2706 | 0.2916 | 0 |
Buy And Hold Return (%) | 633.8058 | 633.8058 | 633.8058 | 633.8058 | 633.8058 | 633.8058 |
Max Trade Drawdown | -49607 | -38508 | -87454 | -806437 | -638994 | -897452 |
Profit Factor | 1.7407 | 2.6358 | 1.0202 | 1.2719 | 1.7603 | 0.8718 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Losing Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Profitability (%) | 45.5357 | 48.2143 | 42.8571 | 45.5357 | 48.2143 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.082 | 2.8311 | 1.3602 | 1.5212 | 1.8907 | 1.1624 |
Largest Winning Trade | 104510 | 104510 | 20399 | 376757 | 376757 | 249813 |
Largest Losing Trade | -16573 | -13877 | -16573 | -254714 | -228662 | -254714 |
Avg Bars in Trades | 109 | 117 | 101 | 109 | 117 | 101 |
Avg Bars in Winners | 156 | 161 | 151 | 156 | 161 | 151 |
Avg Bars in Losers | 70 | 76 | 65 | 70 | 76 | 65 |
Bars Traded | 24570 | 13150 | 11420 | 24570 | 13150 | 11420 |
Profit Streak | 11.613 | 11.6963 | 11.613 | 11.613 | 11.6963 | 11.613 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152712 | -151882 | -551518 | 233222 | 317913 | -581515 |
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{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.62332 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.23925 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 405699.6389124471, 399584.0433896167, 6115.5955228304, 1569711.8738073565, 1976748.5047622104, -407036.6309548555 ], [ 405.699639, 399.584043, 6.115596, 1569.711874, 1976.748505, -407.036631 ], [ 0.38947, 0.383599, 0.005871, 0.270627, 0.291629, 0 ], [ 633.805811, 633.805811, 633.805811, 633.805811, 633.805811, 633.805811 ], [ -49607, -38508, -87454, -806437, -638994, -897452 ], [ 1.740707, 2.635818, 1.020154, 1.271851, 1.760323, 0.871771 ], [ 224, 112, 112, 224, 112, 112 ], [ 102, 54, 48, 102, 54, 48 ], [ 122, 58, 64, 122, 58, 64 ], [ 45.535714, 48.214286, 42.857143, 45.535714, 48.214286, 42.857143 ], [ 2.082022, 2.831064, 1.360205, 1.521233, 1.890717, 1.162361 ], [ 104510, 104510, 20399, 376757, 376757, 249813 ], [ -16573, -13877, -16573, -254714, -228662, -254714 ], [ 109, 117, 101, 109, 117, 101 ], [ 156, 161, 151, 156, 161, 151 ], [ 70, 76, 65, 70, 76, 65 ], [ 24570, 13150, 11420, 24570, 13150, 11420 ], [ 11.613, 11.696334, 11.613, 11.613, 11.696334, 11.613 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152712, -151882, -551518, 233222, 317913, -581515 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.62332 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.23925 } } }
# | 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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