Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534678.8483 | 1499482.4295 | 35196.4187 | 20924370.3958 | 32220763.0192 | -11296392.6234 |
Total P&L (%) | 1534.6788 | 1499.4824 | 35.1964 | 20924.3704 | 32220.763 | -11296.3926 |
Avg Daily Profit (%) | 0.8275 | 0.8086 | 0.019 | 0.2888 | 0.3121 | 0 |
Buy And Hold Return (%) | 6530.3796 | 6530.3796 | 6530.3796 | 6530.3796 | 6530.3796 | 6530.3796 |
Max Trade Drawdown | -88359 | -72441 | -94998 | -9425925 | -7039661 | -15300411 |
Profit Factor | 3.6178 | 6.5894 | 1.1107 | 1.3796 | 2.3618 | 0.6409 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 44.2105 | 48.9362 | 39.5833 | 44.2105 | 48.9362 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.5654 | 6.8758 | 1.6953 | 1.741 | 2.4645 | 0.9782 |
Largest Winning Trade | 682662 | 682662 | 66973 | 10846794 | 10846794 | 3651238 |
Largest Losing Trade | -29817 | -29690 | -29817 | -5086373 | -5086373 | -4705229 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 3628 | 1758 | 1870 | 3628 | 1758 | 1870 |
Profit Streak | 0 | 87.3733 | 0 | 0 | 87.3733 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147804 | -143448 | -434895 | 199823 | 458279 | -584740 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 64, "multiplier": 2.66825 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 64, "multiplier": 2.66825 } }, "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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