Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91582.2289 | 46442.9753 | 45139.2536 | 121255.655 | 39916.0545 | 81339.6005 |
Total P&L (%) | 91.5822 | 46.443 | 45.1393 | 121.2557 | 39.9161 | 81.3396 |
Avg Daily Profit (%) | 0.1995 | 0.1012 | 0.0983 | 0.1731 | 0.0732 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29213 | -23698 | -17643 | -73546 | -62456 | -20424 |
Profit Factor | 1.6939 | 1.6697 | 1.7206 | 1.6225 | 1.3458 | 2.0251 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 67.8571 | 69.6429 | 66.0714 | 67.8571 | 69.6429 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.8024 | 0.7278 | 0.8836 | 0.7685 | 0.5866 | 1.0399 |
Largest Winning Trade | 11625 | 8438 | 11625 | 27448 | 16033 | 27448 |
Largest Losing Trade | -23698 | -23698 | -17643 | -62456 | -62456 | -20424 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 78 | 63 | 95 | 78 | 63 | 95 |
Avg Bars in Losers | 130 | 153 | 111 | 130 | 153 | 111 |
Bars Traded | 10702 | 5078 | 5624 | 10702 | 5078 | 5624 |
Profit Streak | 596.351 | 597.601 | 596.351 | 596.351 | 597.601 | 596.351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390757 | -236874 | -241141 | 377688 | -276444 | -195242 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 4.88167 } } }
# | 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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