Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428238.5102 | 335505.5277 | 92732.9824 | -643471.211 | -749917.9446 | 106446.7336 |
Total P&L (%) | 428.2385 | 335.5055 | 92.733 | -643.4712 | -749.9179 | 106.4467 |
Avg Daily Profit (%) | 0.2293 | 0.1797 | 0.0497 | 0 | 0 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184106 | -80238 | -212524 | -1563190 | -961005 | -1036687 |
Profit Factor | 1.4296 | 1.9612 | 1.1432 | 0.8503 | 0.6227 | 1.0461 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 101 | 51 | 50 | 81 | 44 | 37 |
Losing Trades | 58 | 28 | 30 | 78 | 35 | 43 |
Profitability (%) | 63.522 | 64.557 | 62.5 | 50.9434 | 55.6962 | 46.25 |
Ratio Avg Win / Avg Loss | 0.821 | 1.0768 | 0.6859 | 0.8188 | 0.4953 | 1.2157 |
Largest Winning Trade | 57857 | 55445 | 57857 | 583434 | 111186 | 583434 |
Largest Losing Trade | -144555 | -30564 | -144555 | -673803 | -220506 | -673803 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 22 | 18 | 27 | 28 | 23 | 34 |
Avg Bars in Losers | 53 | 44 | 61 | 39 | 33 | 44 |
Bars Traded | 5387 | 2192 | 3195 | 5387 | 2192 | 3195 |
Profit Streak | 59.0949 | 109.7616 | 59.0949 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400367 | -13100 | -207876 | -579822 | -606719 | -331798 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.40278 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.12465 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.40278 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.12465 } } }
# | 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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