Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857847.7134 | 765967.6261 | 91880.0873 | 6175567.1644 | 6141685.5331 | 33881.6313 |
Total P&L (%) | 857.8477 | 765.9676 | 91.8801 | 6175.5672 | 6141.6855 | 33.8816 |
Avg Daily Profit (%) | 0.3423 | 0.3056 | 0.0367 | 0.1653 | 0.1651 | 0.0116 |
Buy And Hold Return (%) | 856.9254 | 856.9254 | 856.9254 | 856.9254 | 856.9254 | 856.9254 |
Max Trade Drawdown | -156825 | -87017 | -97134 | -4790730 | -2219607 | -3391415 |
Profit Factor | 1.937 | 2.6459 | 1.2041 | 1.3217 | 1.6141 | 1.0037 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Losing Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Profitability (%) | 48.3333 | 51.6667 | 45 | 48.3333 | 51.6667 | 45 |
Ratio Avg Win / Avg Loss | 2.0706 | 2.4752 | 1.4717 | 1.4128 | 1.51 | 1.2267 |
Largest Winning Trade | 329006 | 329006 | 45565 | 3056921 | 3056921 | 973661 |
Largest Losing Trade | -39709 | -24587 | -39709 | -1386545 | -1386545 | -1095704 |
Avg Bars in Trades | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Winners | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 7339 | 4310 | 3029 | 7339 | 4310 | 3029 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151902 | -151809 | -312109 | 308339 | 387914 | -561437 |
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{ "first_band": { "type": "linreg", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 2.94571 } } }
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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) |
---|