Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294518.4896 | 168970.8023 | 125547.6874 | 326747.2676 | 31471.4629 | 295275.8047 |
Total P&L (%) | 294.5185 | 168.9708 | 125.5477 | 326.7473 | 31.4715 | 295.2758 |
Avg Daily Profit (%) | 0.1574 | 0.0903 | 0.0671 | 0.0776 | 0.0146 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86671 | -74901 | -85387 | -374349 | -381257 | -188824 |
Profit Factor | 1.7212 | 1.7742 | 1.6603 | 1.2184 | 1.0344 | 1.508 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 58.8889 | 55.5556 | 62.2222 | 58.8889 | 55.5556 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2016 | 1.4194 | 1.0081 | 0.8506 | 0.8275 | 0.9156 |
Largest Winning Trade | 84378 | 84378 | 37666 | 201566 | 201566 | 151754 |
Largest Losing Trade | -51872 | -51872 | -47391 | -302994 | -302994 | -139215 |
Avg Bars in Trades | 40 | 45 | 34 | 40 | 45 | 34 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 59 | 67 | 49 | 59 | 67 | 49 |
Bars Traded | 3608 | 2068 | 1540 | 3608 | 2068 | 1540 |
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 | 388808 | -69385 | -99677 | -90078 | -359867 | -93513 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 2.21201 } }, "second_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 2.21201 } }, "second_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } } }
# | 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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