Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873815.5344 | 789728.5011 | 84087.0333 | 5197303.1703 | 5676959.1502 | -479655.9799 |
Total P&L (%) | 873.8155 | 789.7285 | 84.087 | 5197.3032 | 5676.9592 | -479.656 |
Avg Daily Profit (%) | 0.3495 | 0.3158 | 0.0336 | 0.1589 | 0.1624 | 0 |
Buy And Hold Return (%) | 749.0299 | 749.0299 | 749.0299 | 749.0299 | 749.0299 | 749.0299 |
Max Trade Drawdown | -151916 | -114340 | -61156 | -2873455 | -1801803 | -2024129 |
Profit Factor | 2.2338 | 3.1313 | 1.249 | 1.4609 | 2.1352 | 0.9236 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 46.9799 | 47.2973 | 46.6667 | 46.9799 | 47.2973 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.521 | 3.4892 | 1.4274 | 1.6488 | 2.3793 | 1.0555 |
Largest Winning Trade | 357610 | 357610 | 55561 | 3439222 | 3439222 | 1253353 |
Largest Losing Trade | -35197 | -31676 | -35197 | -1027338 | -731587 | -1027338 |
Avg Bars in Trades | 31 | 41 | 21 | 31 | 41 | 21 |
Avg Bars in Winners | 35 | 43 | 28 | 35 | 43 | 28 |
Avg Bars in Losers | 27 | 39 | 14 | 27 | 39 | 14 |
Bars Traded | 4675 | 3080 | 1595 | 4675 | 3080 | 1595 |
Profit Streak | 0 | 121.2317 | 0 | 0 | 121.2317 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101161 | -198413 | -371951 | 325567 | -52773 | -637087 |
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{ "first_band": { "type": "linreg", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.42806 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.42806 } } }
# | 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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