Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97225.1191 | 48597.3075 | 48627.8115 | 122955.8122 | 26817.5413 | 96138.2709 |
Total P&L (%) | 97.2251 | 48.5973 | 48.6278 | 122.9558 | 26.8175 | 96.1383 |
Avg Daily Profit (%) | 0.2118 | 0.1059 | 0.1059 | 0.1748 | 0.0518 | 0.1468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47917 | -32461 | -19996 | -155964 | -113901 | -48156 |
Profit Factor | 1.227 | 1.2325 | 1.2218 | 1.1442 | 1.0601 | 1.2366 |
Total Trades | 757 | 379 | 378 | 757 | 379 | 378 |
Winning Trades | 508 | 262 | 246 | 508 | 262 | 246 |
Losing Trades | 249 | 117 | 132 | 249 | 117 | 132 |
Profitability (%) | 67.107 | 69.1293 | 65.0794 | 67.107 | 69.1293 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.6014 | 0.5504 | 0.6556 | 0.5608 | 0.4734 | 0.6635 |
Largest Winning Trade | 11042 | 3654 | 11042 | 37102 | 7999 | 37102 |
Largest Losing Trade | -26939 | -26939 | -17130 | -100511 | -100511 | -46695 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Losers | 23 | 19 | 26 | 23 | 19 | 26 |
Bars Traded | 10840 | 4610 | 6230 | 10840 | 4610 | 6230 |
Profit Streak | 0 | 0 | 597.7321 | 0 | 0 | 597.7321 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424597 | -51419 | -51243 | -50117 | -279894 | 175169 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 18, "multiplier": 1.49294 } } }
# | 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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