Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541599.3412 | 622092.8184 | -80493.4771 | -66699.657 | 140428.3645 | -207128.0215 |
Total P&L (%) | 541.5993 | 622.0928 | -80.4935 | -66.6997 | 140.4284 | -207.128 |
Avg Daily Profit (%) | 0.2837 | 0.3259 | -0.0422 | -0.0576 | 0.046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261251 | -220150 | -79233 | -1106927 | -866529 | -258728 |
Profit Factor | 1.9229 | 2.4809 | 0.5174 | 0.9567 | 1.117 | 0.3919 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 39.1892 | 45.9459 | 32.4324 | 39.1892 | 45.9459 | 32.4324 |
Ratio Avg Win / Avg Loss | 2.9838 | 2.9188 | 1.0779 | 1.4846 | 1.3141 | 0.8165 |
Largest Winning Trade | 544075 | 544075 | 13032 | 579274 | 579274 | 89366 |
Largest Losing Trade | -64105 | -64105 | -22949 | -458545 | -458545 | -160244 |
Avg Bars in Trades | 70 | 130 | 9 | 70 | 130 | 9 |
Avg Bars in Winners | 82 | 133 | 9 | 82 | 133 | 9 |
Avg Bars in Losers | 62 | 128 | 9 | 62 | 128 | 9 |
Bars Traded | 5200 | 4843 | 357 | 5200 | 4843 | 357 |
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 | -60577 | 441750 | -585659 | -652093 | -224916 | -587326 |
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{ "first_band": { "type": "bbl", "factors": { "length": 70, "offset": 0, "std": 1.54742 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 3.29244 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 70, "offset": 0, "std": 1.54742 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 3.29244 } } }
# | 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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