Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992478.1914 | 848990.7521 | 143487.4393 | 22878309.4542 | 39923189.3029 | -17044879.8486 |
Total P&L (%) | 992.4782 | 848.9908 | 143.4874 | 22878.3095 | 39923.1893 | -17044.8798 |
Avg Daily Profit (%) | 0.3969 | 0.3395 | 0.0574 | 0.2177 | 0.2399 | 0 |
Buy And Hold Return (%) | 778.0518 | 778.0518 | 778.0518 | 778.0518 | 778.0518 | 778.0518 |
Max Trade Drawdown | -108995 | -61822 | -87756 | -37076722 | -14622440 | -27030837 |
Profit Factor | 2.4951 | 3.8974 | 1.387 | 1.2636 | 2.1949 | 0.6807 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Profitability (%) | 49.7297 | 52.1739 | 47.3118 | 49.7297 | 52.1739 | 47.3118 |
Ratio Avg Win / Avg Loss | 2.5223 | 3.5726 | 1.5446 | 1.2773 | 2.012 | 0.758 |
Largest Winning Trade | 323797 | 323797 | 47078 | 37370684 | 37370684 | 4092996 |
Largest Losing Trade | -35095 | -35095 | -33343 | -17028046 | -7045313 | -17028046 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 9677 | 5136 | 4541 | 9677 | 5136 | 4541 |
Profit Streak | 0 | 53.7473 | 0 | 0 | 53.7473 | 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 | -64697 | -120659 | -281698 | 320902 | 471290 | -582129 |
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{ "first_band": { "type": "linreg", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 170, "offset": 0, "multiplier": 3.09642 } } }
# | 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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