Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105283.7081 | 224064.3294 | -118780.6213 | -92577.6538 | 701764.8291 | -794342.4829 |
Total P&L (%) | 105.2837 | 224.0643 | -118.7806 | -92.5777 | 701.7648 | -794.3425 |
Avg Daily Profit (%) | 0.1203 | 0.256 | -0.1357 | -0.2967 | 0.2381 | 0 |
Buy And Hold Return (%) | 407.7449 | 407.7449 | 407.7449 | 407.7449 | 407.7449 | 407.7449 |
Max Trade Drawdown | -184562 | -84319 | -195458 | -998678 | -27043 | -1048512 |
Profit Factor | 1.236 | 2.6518 | 0.6173 | 0.9255 | 12.1304 | 0.3269 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Profitability (%) | 58.209 | 67.6471 | 48.4848 | 58.209 | 67.6471 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.8874 | 1.2683 | 0.6559 | 0.6645 | 5.8015 | 0.3474 |
Largest Winning Trade | 61902 | 61902 | 37574 | 346512 | 346512 | 152886 |
Largest Losing Trade | -96943 | -32700 | -96943 | -975072 | -11871 | -975072 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 40 | 31 | 55 | 40 | 31 | 55 |
Avg Bars in Losers | 51 | 46 | 53 | 51 | 46 | 53 |
Bars Traded | 3028 | 1229 | 1799 | 3028 | 1229 | 1799 |
Profit Streak | 17.5209 | 22.5209 | 0 | 17.5209 | 22.5209 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -319539 | -150912 | -581392 | -700146 | 394619 | -581392 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.01469 } }, "second_band": { "type": "linreg", "factors": { "length": 236, "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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