Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253572.0579 | 256386.0965 | -2814.0386 | -16944.9483 | 94969.6756 | -111914.6239 |
Total P&L (%) | 253.5721 | 256.3861 | -2.814 | -16.9449 | 94.9697 | -111.9146 |
Avg Daily Profit (%) | 0.2345 | 0.2371 | -0.0026 | -0.0172 | 0.0618 | 0 |
Buy And Hold Return (%) | 15.3871 | 15.3871 | 15.3871 | 15.3871 | 15.3871 | 15.3871 |
Max Trade Drawdown | -208821 | -109858 | -114904 | -684791 | -330183 | -412723 |
Profit Factor | 1.545 | 2.0707 | 0.9875 | 0.9882 | 1.1269 | 0.8379 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.7077 | 2.8016 | 0.8935 | 1.0922 | 1.5246 | 0.7581 |
Largest Winning Trade | 302932 | 302932 | 25241 | 364455 | 364455 | 143862 |
Largest Losing Trade | -51740 | -43955 | -51740 | -316139 | -316139 | -155722 |
Avg Bars in Trades | 51 | 61 | 41 | 51 | 61 | 41 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 46 | 64 | 24 | 46 | 64 | 24 |
Bars Traded | 4137 | 2467 | 1670 | 4137 | 2467 | 1670 |
Profit Streak | 0 | 166.0077 | 0 | 0 | 166.0077 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14141 | 374317 | -580425 | -603861 | -192355 | -580425 |
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{ "first_band": { "type": "linreg", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 4.69214 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 4.69214 } } }
# | 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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