Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313966.3312 | 323667.6516 | -9701.3204 | 4000.0008 | 359857.8861 | -355857.8853 |
Total P&L (%) | 313.9663 | 323.6677 | -9.7013 | 4 | 359.8579 | -355.8579 |
Avg Daily Profit (%) | 0.17 | 0.1752 | -0.0053 | 0.0021 | 0.0826 | 0 |
Buy And Hold Return (%) | 109.9043 | 109.9043 | 109.9043 | 109.9043 | 109.9043 | 109.9043 |
Max Trade Drawdown | -132284 | -28707 | -111499 | -897297 | -183662 | -907987 |
Profit Factor | 1.7582 | 3.9944 | 0.9683 | 1.0021 | 1.6937 | 0.7412 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 42.4242 | 56.25 | 49.2308 | 42.4242 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8132 | 5.421 | 0.7531 | 1.0334 | 2.2986 | 0.5765 |
Largest Winning Trade | 192063 | 192063 | 73862 | 321154 | 173172 | 321154 |
Largest Losing Trade | -77496 | -18735 | -77496 | -405644 | -101119 | -405644 |
Avg Bars in Trades | 51 | 11 | 94 | 51 | 11 | 94 |
Avg Bars in Winners | 87 | 18 | 140 | 87 | 18 | 140 |
Avg Bars in Losers | 17 | 5 | 34 | 17 | 5 | 34 |
Bars Traded | 3375 | 363 | 3012 | 3375 | 363 | 3012 |
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 | -128839 | 310097 | -580000 | -710255 | -84969 | -580000 |
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{ "first_band": { "type": "bbu", "factors": { "length": 133, "offset": 0, "std": 1.63 } }, "second_band": { "type": "supertrend", "factors": { "length": 162, "offset": 0, "multiplier": 2.75203 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 133, "offset": 0, "std": 1.63 } }, "second_band": { "type": "supertrend", "factors": { "length": 162, "offset": 0, "multiplier": 2.75203 } } }
# | 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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