Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231393.3969 | 279253.5022 | -47860.1053 | 114614.9793 | 616703.4164 | -502088.4371 |
Total P&L (%) | 231.3934 | 279.2535 | -47.8601 | 114.615 | 616.7034 | -502.0884 |
Avg Daily Profit (%) | 0.2604 | 0.3143 | -0.0539 | 0.086 | 0.2219 | 0 |
Buy And Hold Return (%) | 333.0286 | 333.0286 | 333.0286 | 333.0286 | 333.0286 | 333.0286 |
Max Trade Drawdown | -75259 | -23549 | -136200 | -476714 | -44171 | -669247 |
Profit Factor | 1.5101 | 3.7246 | 0.8637 | 1.0922 | 4.2584 | 0.5233 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 67.0455 | 72.7273 | 61.3636 | 67.0455 | 72.7273 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.7422 | 1.3967 | 0.5438 | 0.5369 | 1.5969 | 0.3295 |
Largest Winning Trade | 59642 | 59642 | 37574 | 207046 | 207046 | 94813 |
Largest Losing Trade | -64858 | -23549 | -64858 | -392330 | -44171 | -392330 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 33 | 27 | 40 | 33 | 27 | 40 |
Avg Bars in Losers | 38 | 33 | 42 | 38 | 33 | 42 |
Bars Traded | 3104 | 1291 | 1813 | 3104 | 1291 | 1813 |
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 | -155216 | -148148 | -579246 | -361938 | 391738 | -579246 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 238, "offset": 0, "multiplier": 3.65997 } }, "second_band": { "type": "linreg", "factors": { "length": 206, "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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