Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423945.2473 | 366068.5211 | 57876.7262 | 187376.131 | 452739.3324 | -265363.2014 |
Total P&L (%) | 423.9452 | 366.0685 | 57.8767 | 187.3761 | 452.7393 | -265.3632 |
Avg Daily Profit (%) | 0.2265 | 0.1956 | 0.0309 | 0.0564 | 0.0914 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169278 | -87691 | -119905 | -710661 | -324575 | -502111 |
Profit Factor | 1.6631 | 2.1484 | 1.1806 | 1.1051 | 1.5352 | 0.717 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.5413 | 45.4545 | 53.7037 | 49.5413 | 45.4545 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.6939 | 2.578 | 1.0177 | 1.1255 | 1.8423 | 0.6181 |
Largest Winning Trade | 229414 | 229414 | 55581 | 491346 | 491346 | 84493 |
Largest Losing Trade | -60176 | -47488 | -60176 | -224716 | -216516 | -224716 |
Avg Bars in Trades | 49 | 44 | 55 | 49 | 44 | 55 |
Avg Bars in Winners | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 5432 | 2421 | 3011 | 5432 | 2421 | 3011 |
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 | 399940 | -170152 | -353866 | -222432 | -250123 | -760353 |
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{ "first_band": { "type": "midprice", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 65, "offset": 0, "multiplier": 3.21629 } } }
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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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