Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294548.7997 | 285234.4568 | 9314.3429 | 421788.7743 | 541672.6095 | -119883.8352 |
Total P&L (%) | 294.5488 | 285.2345 | 9.3143 | 421.7888 | 541.6726 | -119.8838 |
Avg Daily Profit (%) | 0.3305 | 0.32 | 0.0105 | 0.1855 | 0.2088 | 0 |
Buy And Hold Return (%) | 202.9435 | 202.9435 | 202.9435 | 202.9435 | 202.9435 | 202.9435 |
Max Trade Drawdown | -55567 | -30637 | -70017 | -383702 | -226111 | -247196 |
Profit Factor | 1.8574 | 2.7237 | 1.0523 | 1.3405 | 1.8858 | 0.8089 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 48.2353 | 53.4884 | 42.8571 | 48.2353 | 53.4884 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9933 | 2.3684 | 1.4031 | 1.4385 | 1.6398 | 1.0786 |
Largest Winning Trade | 115935 | 115935 | 40980 | 179121 | 179121 | 99173 |
Largest Losing Trade | -28237 | -21944 | -28237 | -94642 | -94642 | -88888 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 2522 | 1288 | 1234 | 2522 | 1288 | 1234 |
Profit Streak | 0 | 0 | 5.7859 | 0 | 0 | 5.7859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13267 | -25001 | -509388 | 46097 | 326453 | -580866 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.84443 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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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