Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440970.0209 | 337747.5203 | 103222.5005 | 305266.8528 | 517221.9823 | -211955.1295 |
Total P&L (%) | 440.97 | 337.7475 | 103.2225 | 305.2669 | 517.222 | -211.9551 |
Avg Daily Profit (%) | 0.2011 | 0.154 | 0.0471 | 0.0638 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92290 | -92536 | -87175 | -1183767 | -503183 | -1245238 |
Profit Factor | 1.382 | 1.7101 | 1.1521 | 1.0568 | 1.2551 | 0.9366 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 55.814 | 54.2636 | 57.3643 | 55.814 | 54.2636 | 57.3643 |
Ratio Avg Win / Avg Loss | 1.0941 | 1.4414 | 0.8563 | 0.8367 | 1.0579 | 0.6961 |
Largest Winning Trade | 53607 | 53607 | 41121 | 216374 | 215529 | 216374 |
Largest Losing Trade | -57620 | -48106 | -57620 | -781673 | -129162 | -781673 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 36 | 29 | 42 | 36 | 29 | 42 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 8584 | 3650 | 4934 | 8584 | 3650 | 4934 |
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 | 371479 | 359154 | -184224 | -265260 | -81232 | -580035 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 3.07244 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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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