Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1833783.7697 | 1693267.8019 | 140515.9677 | 25510460.8093 | 34673872.3398 | -9163411.5305 |
Total P&L (%) | 1833.7838 | 1693.2678 | 140.516 | 25510.4608 | 34673.8723 | -9163.4115 |
Avg Daily Profit (%) | 1.0029 | 0.926 | 0.0768 | 0.3037 | 0.3205 | 0 |
Buy And Hold Return (%) | 662.6106 | 662.6106 | 662.6106 | 662.6106 | 662.6106 | 662.6106 |
Max Trade Drawdown | -71921 | -68777 | -59122 | -15911190 | -14562137 | -16478679 |
Profit Factor | 3.3358 | 5.3985 | 1.3512 | 1.2381 | 1.7038 | 0.8417 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 45.5621 | 41.6667 | 49.4118 | 45.5621 | 41.6667 | 49.4118 |
Ratio Avg Win / Avg Loss | 3.9857 | 7.5579 | 1.3834 | 1.4793 | 2.3853 | 0.8617 |
Largest Winning Trade | 1178663 | 1178663 | 63814 | 10399311 | 10399311 | 6092045 |
Largest Losing Trade | -29353 | -21531 | -29353 | -7504634 | -6050242 | -7504634 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 7246 | 3485 | 3761 | 7246 | 3485 | 3761 |
Profit Streak | 0 | 32.1718 | 0 | 0 | 32.1718 | 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 | 560226 | 533763 | -256278 | 280422 | 333609 | -581333 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.83101 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.83101 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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