Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296056.4868 | 374202.3282 | -78145.8415 | -80125.773 | 57338.7773 | -137464.5504 |
Total P&L (%) | 296.0565 | 374.2023 | -78.1458 | -80.1258 | 57.3388 | -137.4646 |
Avg Daily Profit (%) | 0.1228 | 0.1553 | -0.0324 | -0.067 | 0.0188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181034 | -123490 | -175283 | -190003 | -125849 | -168542 |
Profit Factor | 1.3565 | 1.918 | 0.8152 | 0.8752 | 1.1798 | 0.5747 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 37.3626 | 41.3043 | 33.3333 | 37.3626 | 41.3043 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.2742 | 2.7256 | 1.6303 | 1.4673 | 1.6766 | 1.1495 |
Largest Winning Trade | 266003 | 266003 | 65252 | 104150 | 104150 | 41399 |
Largest Losing Trade | -52752 | -47973 | -52752 | -69023 | -69023 | -63857 |
Avg Bars in Trades | 50 | 36 | 65 | 50 | 36 | 65 |
Avg Bars in Winners | 72 | 45 | 107 | 72 | 45 | 107 |
Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
Bars Traded | 4607 | 1671 | 2936 | 4607 | 1671 | 2936 |
Profit Streak | 41.9891 | 54.9891 | 41.9891 | 41.9891 | 54.9891 | 41.9891 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30720 | 308005 | -583865 | -582359 | -192530 | -584976 |
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{ "first_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 4, "multiplier": 2.13865 } } }
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# | 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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