Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761727.8933 | 1643152.7542 | 118575.139 | 11462170.7133 | 14287856.1872 | -2825685.4739 |
Total P&L (%) | 1761.7279 | 1643.1528 | 118.5751 | 11462.1707 | 14287.8562 | -2825.6855 |
Avg Daily Profit (%) | 0.9696 | 0.9043 | 0.0653 | 0.2618 | 0.2738 | 0 |
Buy And Hold Return (%) | 534.8859 | 534.8859 | 534.8859 | 534.8859 | 534.8859 | 534.8859 |
Max Trade Drawdown | -120795 | -76433 | -96711 | -5652244 | -5624487 | -6033718 |
Profit Factor | 3.051 | 4.9214 | 1.2695 | 1.2395 | 1.6381 | 0.8891 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 43.2432 | 38.0435 | 48.3871 | 43.2432 | 38.0435 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.0044 | 8.0148 | 1.3542 | 1.6268 | 2.6678 | 0.9483 |
Largest Winning Trade | 1178663 | 1178663 | 64880 | 3968306 | 3968306 | 2750589 |
Largest Losing Trade | -29353 | -25306 | -29353 | -3029944 | -2442743 | -3029944 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 64 | 67 | 63 | 64 | 67 | 63 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 7169 | 3487 | 3682 | 7169 | 3487 | 3682 |
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 | 526774 | 467585 | -272607 | 278357 | 245252 | -581711 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.77592 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.77592 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
# | 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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