Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462966.8825 | 338455.0341 | 124511.8484 | 348976.1488 | 311873.6429 | 37102.506 |
Total P&L (%) | 462.9669 | 338.455 | 124.5118 | 348.9761 | 311.8736 | 37.1025 |
Avg Daily Profit (%) | 0.2459 | 0.1798 | 0.0661 | 0.0798 | 0.0752 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114622 | -60057 | -131077 | -393959 | -200220 | -271503 |
Profit Factor | 1.4442 | 1.7726 | 1.2061 | 1.1331 | 1.2629 | 1.0259 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2035 | 1.4771 | 1.0051 | 0.9443 | 1.0524 | 0.8549 |
Largest Winning Trade | 54154 | 42077 | 54154 | 125990 | 125990 | 108735 |
Largest Losing Trade | -73549 | -30694 | -73549 | -125283 | -79966 | -125283 |
Avg Bars in Trades | 50 | 33 | 67 | 50 | 33 | 67 |
Avg Bars in Winners | 46 | 25 | 67 | 46 | 25 | 67 |
Avg Bars in Losers | 55 | 43 | 68 | 55 | 43 | 68 |
Bars Traded | 11163 | 3711 | 7452 | 11163 | 3711 | 7452 |
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 | 385896 | 360945 | -104779 | -160426 | -92324 | -366365 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 4.87784 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 1.15327 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 4.87784 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 1.15327 } } }
# | 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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