Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400334.8862 | 375060.8844 | 25274.0017 | 787763.1745 | 1490509.5932 | -702746.4187 |
Total P&L (%) | 400.3349 | 375.0609 | 25.274 | 787.7632 | 1490.5096 | -702.7464 |
Avg Daily Profit (%) | 0.4547 | 0.426 | 0.0287 | 0.2483 | 0.3147 | 0 |
Buy And Hold Return (%) | 332.74 | 332.74 | 332.74 | 332.74 | 332.74 | 332.74 |
Max Trade Drawdown | -147951 | -92745 | -75509 | -2019351 | -1180289 | -1253808 |
Profit Factor | 1.5878 | 2.3085 | 1.0641 | 1.1523 | 1.7173 | 0.773 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 54.2105 | 56.8421 | 51.5789 | 54.2105 | 56.8421 | 51.5789 |
Ratio Avg Win / Avg Loss | 1.3411 | 1.7527 | 0.9989 | 0.9733 | 1.3039 | 0.7257 |
Largest Winning Trade | 101896 | 101896 | 20822 | 798678 | 798678 | 373069 |
Largest Losing Trade | -28174 | -28174 | -19645 | -519775 | -519775 | -352580 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 3351 | 1972 | 1379 | 3351 | 1972 | 1379 |
Profit Streak | 6.2326 | 6.2326 | 11.9826 | 6.2326 | 6.2326 | 11.9826 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87950 | -110701 | -470757 | -47699 | 393253 | -579509 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 2.71309 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.9845 } } }
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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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