Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772250.6973 | 711894.8113 | 60355.886 | 3307470.0351 | 5079254.7127 | -1771784.6777 |
Total P&L (%) | 772.2507 | 711.8948 | 60.3559 | 3307.47 | 5079.2547 | -1771.7847 |
Avg Daily Profit (%) | 0.3088 | 0.2847 | 0.0241 | 0.1412 | 0.158 | 0 |
Buy And Hold Return (%) | 875.1549 | 875.1549 | 875.1549 | 875.1549 | 875.1549 | 875.1549 |
Max Trade Drawdown | -135110 | -104576 | -71870 | -2556204 | -1013035 | -2613576 |
Profit Factor | 2.0561 | 2.9212 | 1.1674 | 1.3399 | 2.2397 | 0.6854 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 48.2353 | 49.4118 | 47.0588 | 48.2353 | 49.4118 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2066 | 2.9907 | 1.3133 | 1.438 | 2.2931 | 0.7711 |
Largest Winning Trade | 346932 | 346932 | 46633 | 4035744 | 4035744 | 449406 |
Largest Losing Trade | -38525 | -38518 | -38525 | -1705474 | -374770 | -1705474 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 37 | 42 | 31 | 37 | 42 | 31 |
Avg Bars in Losers | 19 | 22 | 17 | 19 | 22 | 17 |
Bars Traded | 4796 | 2747 | 2049 | 4796 | 2747 | 2049 |
Profit Streak | 0 | 15.4562 | 0 | 0 | 15.4562 | 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 | -152419 | -151411 | -364029 | -5712 | 402152 | -581970 |
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{ "first_band": { "type": "linreg", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 201, "offset": 0, "multiplier": 2.64854 } } }
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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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