Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266325.4525 | 170794.1618 | 95531.2907 | 677806.8671 | 324579.8962 | 353226.9709 |
Total P&L (%) | 266.3255 | 170.7942 | 95.5313 | 677.8069 | 324.5799 | 353.227 |
Avg Daily Profit (%) | 0.1477 | 0.0947 | 0.053 | 0.1138 | 0.0802 | 0.0838 |
Buy And Hold Return (%) | 33.611 | 33.611 | 33.611 | 33.611 | 33.611 | 33.611 |
Max Trade Drawdown | -77165 | -34873 | -109968 | -113226 | -86594 | -155605 |
Profit Factor | 1.9829 | 2.625 | 1.576 | 2.2645 | 2.4684 | 2.1214 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 61.1111 | 64.4444 | 57.7778 | 61.1111 | 64.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.2619 | 1.4483 | 1.1517 | 1.4411 | 1.3619 | 1.5503 |
Largest Winning Trade | 41358 | 41358 | 29406 | 148858 | 55404 | 148858 |
Largest Losing Trade | -25929 | -17408 | -25929 | -72294 | -72294 | -55942 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 38 | 34 | 40 | 38 | 34 | 40 |
Bars Traded | 3293 | 1628 | 1665 | 3293 | 1628 | 1665 |
Profit Streak | 601.3531 | 0 | 668.8531 | 601.3531 | 0 | 668.8531 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324302 | -61982 | -121238 | -35186 | -80333 | -74577 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.53352 } }, "second_band": { "type": "dema", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.53352 } }, "second_band": { "type": "dema", "factors": { "length": 246, "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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