Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112940.7128 | 312381.3927 | -199440.6799 | 4239279.4741 | 1226225.866 | 3013053.6081 |
Total P&L (%) | 112.9407 | 312.3814 | -199.4407 | 4239.2795 | 1226.2259 | 3013.0536 |
Avg Daily Profit (%) | 0.0452 | 0.1249 | -0.0798 | 0.1509 | 0.1034 | 0.1376 |
Buy And Hold Return (%) | 875.074 | 875.074 | 875.074 | 875.074 | 875.074 | 875.074 |
Max Trade Drawdown | -290468 | -35947 | -300602 | -1645769 | -565945 | -1115704 |
Profit Factor | 1.1835 | 3.2727 | 0.5829 | 2.6484 | 1.9756 | 3.2914 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 32 | 33 | 47 | 23 | 24 |
Losing Trades | 27 | 14 | 13 | 45 | 23 | 22 |
Profitability (%) | 70.6522 | 69.5652 | 71.7391 | 51.087 | 50 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.4916 | 1.4318 | 0.2296 | 2.5357 | 1.9756 | 3.0171 |
Largest Winning Trade | 75388 | 75388 | 30287 | 3176919 | 1086993 | 3176919 |
Largest Losing Trade | -290468 | -34741 | -290468 | -714517 | -342335 | -714517 |
Avg Bars in Trades | 75 | 79 | 72 | 75 | 79 | 72 |
Avg Bars in Winners | 48 | 51 | 46 | 83 | 81 | 84 |
Avg Bars in Losers | 141 | 142 | 140 | 68 | 76 | 59 |
Bars Traded | 6981 | 3634 | 3347 | 6981 | 3634 | 3347 |
Profit Streak | 85.8368 | 85.8368 | 184.1701 | 85.8368 | 85.8368 | 323.8368 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314595 | -183689 | -576529 | 451631 | -91022 | -3621 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.55084 } }, "second_band": { "type": "rma", "factors": { "length": 225, "offset": 0 } } }
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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) |
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