Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503396.2662 | 393754.5047 | 109641.7615 | 745799.7878 | 573289.5049 | 172510.2829 |
Total P&L (%) | 503.3963 | 393.7545 | 109.6418 | 745.7998 | 573.2895 | 172.5103 |
Avg Daily Profit (%) | 0.2656 | 0.2077 | 0.0578 | 0.1127 | 0.1007 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118102 | -59767 | -120403 | -1830129 | -934807 | -895321 |
Profit Factor | 1.6404 | 2.0665 | 1.263 | 1.1785 | 1.2924 | 1.0778 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 51.6393 | 55.7377 | 47.541 | 51.6393 | 55.7377 | 47.541 |
Ratio Avg Win / Avg Loss | 1.5363 | 1.641 | 1.3937 | 1.1036 | 1.0263 | 1.1893 |
Largest Winning Trade | 93803 | 93803 | 68378 | 767517 | 381826 | 767517 |
Largest Losing Trade | -47678 | -30568 | -47678 | -534639 | -474880 | -534639 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 32 | 24 | 41 | 32 | 24 | 41 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3496 | 1526 | 1970 | 3496 | 1526 | 1970 |
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 | 450665 | -149043 | -278460 | -65514 | -218800 | -419877 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 214, "offset": 0, "multiplier": 2.86527 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 214, "offset": 0, "multiplier": 2.86527 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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