Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452307.6074 | 369840.0394 | 82467.568 | 385595.276 | 460087.1004 | -74491.8244 |
Total P&L (%) | 452.3076 | 369.84 | 82.4676 | 385.5953 | 460.0871 | -74.4918 |
Avg Daily Profit (%) | 0.1892 | 0.1547 | 0.0345 | 0.0661 | 0.0721 | -0.0571 |
Buy And Hold Return (%) | 98.9568 | 98.9568 | 98.9568 | 98.9568 | 98.9568 | 98.9568 |
Max Trade Drawdown | -110245 | -86238 | -106125 | -367099 | -443053 | -324453 |
Profit Factor | 1.6785 | 2.4061 | 1.2043 | 1.1964 | 1.5748 | 0.936 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Profitability (%) | 51.0204 | 59.1837 | 42.8571 | 51.0204 | 59.1837 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.6113 | 1.6594 | 1.6058 | 1.1485 | 1.086 | 1.248 |
Largest Winning Trade | 100155 | 100155 | 68587 | 216714 | 184313 | 216714 |
Largest Losing Trade | -66209 | -26677 | -66209 | -227020 | -113094 | -227020 |
Avg Bars in Trades | 46 | 27 | 65 | 46 | 27 | 65 |
Avg Bars in Winners | 52 | 26 | 88 | 52 | 26 | 88 |
Avg Bars in Losers | 41 | 29 | 48 | 41 | 29 | 48 |
Bars Traded | 4588 | 1359 | 3228 | 4588 | 1359 | 3228 |
Profit Streak | 28.6652 | 240.6652 | 28.6652 | 28.6652 | 240.6652 | 28.6652 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390678 | 442108 | -314117 | -109634 | -93636 | -581252 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 4.39352 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 4.39352 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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