Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684909.5564 | 661174.1406 | 23735.4158 | 2973929.7408 | 2957307.2991 | 16622.4417 |
Total P&L (%) | 684.9096 | 661.1741 | 23.7354 | 2973.9297 | 2957.3073 | 16.6224 |
Avg Daily Profit (%) | 0.3288 | 0.3174 | 0.0114 | 0.1646 | 0.1643 | 0.0074 |
Buy And Hold Return (%) | 1145.5368 | 1145.5368 | 1145.5368 | 1145.5368 | 1145.5368 | 1145.5368 |
Max Trade Drawdown | -81701 | -93279 | -13018 | -1249027 | -1085719 | -216975 |
Profit Factor | 3.6697 | 4.0533 | 1.5933 | 2.2148 | 2.4121 | 1.047 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 53.1646 | 58.9744 | 47.5 | 53.1646 | 58.9744 | 47.5 |
Ratio Avg Win / Avg Loss | 3.2328 | 2.8197 | 1.761 | 1.9511 | 1.678 | 1.1572 |
Largest Winning Trade | 297794 | 297794 | 8114 | 1652140 | 1652140 | 80197 |
Largest Losing Trade | -47626 | -47626 | -11638 | -659370 | -659370 | -76988 |
Avg Bars in Trades | 297 | 595 | 7 | 297 | 595 | 7 |
Avg Bars in Winners | 362 | 656 | 7 | 362 | 656 | 7 |
Avg Bars in Losers | 223 | 507 | 7 | 223 | 507 | 7 |
Bars Traded | 23509 | 23213 | 296 | 23509 | 23213 | 296 |
Profit Streak | 0 | 128.2078 | 0 | 0 | 128.2078 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180687 | -147885 | -341072 | -22387 | 381462 | -518275 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 203, "offset": 0, "multiplier": 2.11866 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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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