Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862343.3723 | 770644.6522 | 91698.7202 | 6028888.6057 | 7161941.0585 | -1133052.4528 |
Total P&L (%) | 862.3434 | 770.6447 | 91.6987 | 6028.8886 | 7161.9411 | -1133.0525 |
Avg Daily Profit (%) | 0.345 | 0.3083 | 0.0367 | 0.1648 | 0.1716 | 0 |
Buy And Hold Return (%) | 744.1888 | 744.1888 | 744.1888 | 744.1888 | 744.1888 | 744.1888 |
Max Trade Drawdown | -91892 | -68050 | -43809 | -5239815 | -2372931 | -2866883 |
Profit Factor | 2.0016 | 2.7928 | 1.2127 | 1.3839 | 2.01 | 0.8685 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Profitability (%) | 47.1311 | 49.1803 | 45.082 | 47.1311 | 49.1803 | 45.082 |
Ratio Avg Win / Avg Loss | 2.2453 | 2.8859 | 1.4773 | 1.5523 | 2.077 | 1.0579 |
Largest Winning Trade | 336704 | 336704 | 46031 | 4568708 | 4568708 | 1478188 |
Largest Losing Trade | -31239 | -25199 | -31239 | -2269737 | -809395 | -2269737 |
Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Winners | 81 | 75 | 88 | 81 | 75 | 88 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 14735 | 7458 | 7277 | 14735 | 7458 | 7277 |
Profit Streak | 0 | 28.9259 | 0 | 0 | 28.9259 | 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 | -103141 | -140432 | -312264 | 345791 | 417800 | -581254 |
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.77412 } }, "second_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 2.97802 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.77412 } }, "second_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 2.97802 } } }
# | 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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