Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534407.8008 | 1402312.151 | 132095.6498 | 11768193.5817 | 11810413.8527 | -42220.271 |
Total P&L (%) | 1534.4078 | 1402.3122 | 132.0957 | 11768.1936 | 11810.4139 | -42.2203 |
Avg Daily Profit (%) | 0.8433 | 0.7707 | 0.0726 | 0.2629 | 0.2631 | -0.0301 |
Buy And Hold Return (%) | 567.8314 | 567.8314 | 567.8314 | 567.8314 | 567.8314 | 567.8314 |
Max Trade Drawdown | -132724 | -54281 | -104097 | -9954390 | -9541538 | -6144865 |
Profit Factor | 2.8666 | 4.2775 | 1.3351 | 1.2095 | 1.4022 | 0.9984 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 45.6647 | 39.5349 | 51.7241 | 45.6647 | 39.5349 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.4109 | 6.5421 | 1.2461 | 1.4391 | 2.1446 | 0.9319 |
Largest Winning Trade | 932547 | 932547 | 54348 | 8890299 | 8890299 | 4509562 |
Largest Losing Trade | -35358 | -25306 | -35358 | -4509646 | -3144529 | -4509646 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 65 | 74 | 59 | 65 | 74 | 59 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 7172 | 3696 | 3476 | 7172 | 3696 | 3476 |
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 | 522744 | 433030 | -261583 | 263728 | 216088 | -580876 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 2.7578 } }, "second_band": { "type": "linreg", "factors": { "length": 21, "offset": 0 } } }
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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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