Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741960.996 | 569333.7611 | 172627.2349 | 2044030.5028 | 1407975.302 | 636055.2008 |
Total P&L (%) | 741.961 | 569.3338 | 172.6272 | 2044.0305 | 1407.9753 | 636.0552 |
Avg Daily Profit (%) | 0.3863 | 0.2964 | 0.0899 | 0.1597 | 0.1414 | 0.104 |
Buy And Hold Return (%) | 25.9806 | 25.9806 | 25.9806 | 25.9806 | 25.9806 | 25.9806 |
Max Trade Drawdown | -200237 | -171663 | -52701 | -3484261 | -2259301 | -1595766 |
Profit Factor | 1.5664 | 1.793 | 1.2916 | 1.115 | 1.1519 | 1.0748 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 191 | 86 | 105 | 191 | 86 | 105 |
Losing Trades | 168 | 93 | 75 | 168 | 93 | 75 |
Profitability (%) | 53.2033 | 48.0447 | 58.3333 | 53.2033 | 48.0447 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3778 | 1.9389 | 0.9226 | 0.9807 | 1.2456 | 0.7677 |
Largest Winning Trade | 170794 | 170794 | 27004 | 1452690 | 1452690 | 546291 |
Largest Losing Trade | -37443 | -37443 | -32462 | -918690 | -795683 | -918690 |
Avg Bars in Trades | 31 | 47 | 15 | 31 | 47 | 15 |
Avg Bars in Winners | 35 | 60 | 14 | 35 | 60 | 14 |
Avg Bars in Losers | 26 | 35 | 16 | 26 | 35 | 16 |
Bars Traded | 11224 | 8464 | 2760 | 11224 | 8464 | 2760 |
Profit Streak | 0 | 13.7713 | 0 | 0 | 13.7713 | 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 | 490837 | 449399 | -73093 | -85718 | -57161 | -191917 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 2.68001 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 2.68001 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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