Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035162.0784 | 887738.5162 | 147423.5621 | 21557096.5641 | 30829315.0407 | -9272218.4766 |
Total P&L (%) | 1035.1621 | 887.7385 | 147.4236 | 21557.0966 | 30829.315 | -9272.2185 |
Avg Daily Profit (%) | 0.4142 | 0.3552 | 0.059 | 0.2154 | 0.2297 | 0 |
Buy And Hold Return (%) | 895.2733 | 895.2733 | 895.2733 | 895.2733 | 895.2733 | 895.2733 |
Max Trade Drawdown | -80612 | -49486 | -95791 | -21159269 | -10349493 | -19227085 |
Profit Factor | 2.1006 | 2.7917 | 1.3312 | 1.2202 | 1.6379 | 0.8129 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Profitability (%) | 44.1935 | 43.2258 | 45.1613 | 44.1935 | 43.2258 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.6525 | 3.6668 | 1.6165 | 1.5408 | 2.1513 | 0.9871 |
Largest Winning Trade | 336704 | 336704 | 49232 | 27147938 | 27147938 | 4677860 |
Largest Losing Trade | -25970 | -20419 | -25970 | -7901261 | -3798812 | -7901261 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 14734 | 7568 | 7166 | 14734 | 7568 | 7166 |
Profit Streak | 0 | 20.7815 | 0 | 0 | 20.7815 | 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 | -103940 | -152910 | -280176 | 296634 | 344445 | -582403 |
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{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.68752 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.59605 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.68752 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 2.59605 } } }
# | 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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