Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068643.0571 | 936688.5143 | 131954.5429 | 16502776.6839 | 20568802.9494 | -4066026.2655 |
Total P&L (%) | 1068.6431 | 936.6885 | 131.9545 | 16502.7767 | 20568.8029 | -4066.0263 |
Avg Daily Profit (%) | 0.4275 | 0.3747 | 0.0528 | 0.2047 | 0.2135 | 0 |
Buy And Hold Return (%) | 690.9824 | 690.9824 | 690.9824 | 690.9824 | 690.9824 | 690.9824 |
Max Trade Drawdown | -106137 | -63361 | -58382 | -27436664 | -18266148 | -12545380 |
Profit Factor | 2.0485 | 2.6412 | 1.2942 | 1.2618 | 1.5551 | 0.8434 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 46.8085 | 45.7317 | 47.8788 | 46.8085 | 45.7317 | 47.8788 |
Ratio Avg Win / Avg Loss | 2.3278 | 3.1342 | 1.4089 | 1.4339 | 1.8454 | 0.9182 |
Largest Winning Trade | 400873 | 400873 | 63166 | 22026366 | 22026366 | 3374070 |
Largest Losing Trade | -39944 | -39944 | -21808 | -8413201 | -8413201 | -4531044 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 14656 | 7784 | 6872 | 14656 | 7784 | 6872 |
Profit Streak | 0 | 19.1729 | 0 | 0 | 19.1729 | 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 | 159965 | -41378 | -288666 | 302689 | 363953 | -581294 |
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{ "first_band": { "type": "linreg", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.62516 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.62516 } } }
# | 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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