Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528645.4156 | 354243.9655 | 174401.4501 | 718865.0753 | 537566.0329 | 181299.0425 |
Total P&L (%) | 528.6454 | 354.244 | 174.4015 | 718.8651 | 537.566 | 181.299 |
Avg Daily Profit (%) | 0.2783 | 0.1865 | 0.0918 | 0.1108 | 0.0976 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123157 | -88358 | -84483 | -461891 | -163212 | -417422 |
Profit Factor | 1.7522 | 2.2025 | 1.4272 | 1.3715 | 1.7357 | 1.1505 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 62.4161 | 62.1622 | 62.6667 | 62.4161 | 62.1622 | 62.6667 |
Ratio Avg Win / Avg Loss | 1.0551 | 1.3406 | 0.8503 | 0.8258 | 1.0565 | 0.6854 |
Largest Winning Trade | 139810 | 139810 | 51561 | 298293 | 298293 | 232290 |
Largest Losing Trade | -59972 | -48541 | -59972 | -269646 | -119629 | -269646 |
Avg Bars in Trades | 36 | 26 | 47 | 36 | 26 | 47 |
Avg Bars in Winners | 26 | 17 | 35 | 26 | 17 | 35 |
Avg Bars in Losers | 53 | 40 | 66 | 53 | 40 | 66 |
Bars Traded | 5464 | 1927 | 3536 | 5464 | 1927 | 3536 |
Profit Streak | 57.0567 | 57.0567 | 59.0567 | 57.0567 | 57.0567 | 59.0567 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515545 | -51179 | -125264 | -42463 | -121890 | -230890 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 3.30526 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } } }
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# | 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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