Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490539.4197 | 455357.9944 | 35181.4252 | 160872.6059 | 109867.0707 | 51005.5352 |
Total P&L (%) | 490.5394 | 455.358 | 35.1814 | 160.8726 | 109.8671 | 51.0055 |
Avg Daily Profit (%) | 0.2554 | 0.2371 | 0.0183 | 0.0499 | 0.0386 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114994 | -146306 | -68316 | -756382 | -454123 | -323501 |
Profit Factor | 1.6674 | 2.1833 | 1.1005 | 1.0634 | 1.077 | 1.046 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 45.045 | 43.6364 | 46.4286 | 45.045 | 43.6364 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.0342 | 2.8201 | 1.2698 | 1.2974 | 1.3911 | 1.2069 |
Largest Winning Trade | 252652 | 252652 | 55100 | 309943 | 309943 | 238659 |
Largest Losing Trade | -57265 | -31900 | -57265 | -302404 | -302404 | -161176 |
Avg Bars in Trades | 66 | 70 | 63 | 66 | 70 | 63 |
Avg Bars in Winners | 86 | 88 | 85 | 86 | 88 | 85 |
Avg Bars in Losers | 50 | 57 | 43 | 50 | 57 | 43 |
Bars Traded | 7415 | 3886 | 3529 | 7415 | 3886 | 3529 |
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 | 346352 | -170438 | -462500 | -278619 | -459728 | -516838 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.55525 } }, "second_band": { "type": "supertrend", "factors": { "length": 233, "offset": 0, "multiplier": 3.76558 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.55525 } }, "second_band": { "type": "supertrend", "factors": { "length": 233, "offset": 0, "multiplier": 3.76558 } } }
# | 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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