Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246430.9874 | 185122.9195 | 61308.0679 | 261013.4365 | 153364.5556 | 107648.8809 |
Total P&L (%) | 246.431 | 185.1229 | 61.3081 | 261.0134 | 153.3646 | 107.6489 |
Avg Daily Profit (%) | 0.2262 | 0.1699 | 0.0563 | 0.1179 | 0.0854 | 0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109070 | -73131 | -66625 | -216551 | -162137 | -92061 |
Profit Factor | 1.4157 | 1.7036 | 1.186 | 1.3163 | 1.3962 | 1.2456 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 63.6364 | 64.9351 | 62.3377 | 63.6364 | 64.9351 | 62.3377 |
Ratio Avg Win / Avg Loss | 0.809 | 0.9199 | 0.7165 | 0.7521 | 0.7539 | 0.7526 |
Largest Winning Trade | 35646 | 35646 | 18105 | 37469 | 37469 | 32696 |
Largest Losing Trade | -40971 | -39619 | -40971 | -98314 | -98314 | -91378 |
Avg Bars in Trades | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Winners | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Losers | 59 | 79 | 40 | 59 | 79 | 40 |
Bars Traded | 6191 | 3789 | 2402 | 6191 | 3789 | 2402 |
Profit Streak | 7.776 | 9.1093 | 7.776 | 7.776 | 9.1093 | 7.776 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384498 | -31262 | -175364 | -33356 | -119039 | -144661 |
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{ "first_band": { "type": "midprice", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 3.48148 } } }
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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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