Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223293.7995 | 221456.957 | 1836.8425 | 83882.5117 | 32661.8678 | 51220.6439 |
Total P&L (%) | 223.2938 | 221.457 | 1.8368 | 83.8825 | 32.6619 | 51.2206 |
Avg Daily Profit (%) | 0.2144 | 0.2126 | 0.0018 | 0.0585 | 0.0271 | 0.0397 |
Buy And Hold Return (%) | 41.5367 | 41.5367 | 41.5367 | 41.5367 | 41.5367 | 41.5367 |
Max Trade Drawdown | -122289 | -102829 | -27999 | -486357 | -443305 | -68309 |
Profit Factor | 1.3764 | 1.4784 | 1.0141 | 1.0552 | 1.0267 | 1.1714 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 45.8874 | 45.2174 | 46.5517 | 45.8874 | 45.2174 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6231 | 1.7912 | 1.1643 | 1.2443 | 1.2439 | 1.3449 |
Largest Winning Trade | 122507 | 122507 | 6434 | 216058 | 216058 | 35552 |
Largest Losing Trade | -31250 | -31250 | -6763 | -157510 | -157510 | -31884 |
Avg Bars in Trades | 106 | 198 | 15 | 106 | 198 | 15 |
Avg Bars in Winners | 119 | 224 | 19 | 119 | 224 | 19 |
Avg Bars in Losers | 94 | 176 | 11 | 94 | 176 | 11 |
Bars Traded | 24537 | 22778 | 1759 | 24537 | 22778 | 1759 |
Profit Streak | 32.4984 | 64.915 | 32.4984 | 32.4984 | 64.915 | 32.4984 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321435 | 294439 | -562035 | -280797 | -514233 | -265909 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.38415 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.38415 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "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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