Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387913.5602 | 143144.4218 | 244769.1384 | 285416.994 | 202433.7847 | 82983.2093 |
Total P&L (%) | 387.9136 | 143.1444 | 244.7691 | 285.417 | 202.4338 | 82.9832 |
Avg Daily Profit (%) | 0.2606 | 0.0962 | 0.1644 | 0.0907 | 0.0744 | 0.0406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158600 | -68760 | -113108 | -278479 | -112229 | -353818 |
Profit Factor | 1.6242 | 1.547 | 1.6803 | 1.24 | 1.4939 | 1.1065 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 63.8889 | 57.4074 | 70.3704 | 63.8889 | 57.4074 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.918 | 1.1478 | 0.7075 | 0.7009 | 1.1084 | 0.4659 |
Largest Winning Trade | 52949 | 52949 | 42311 | 90927 | 71141 | 90927 |
Largest Losing Trade | -78466 | -29482 | -78466 | -235118 | -61298 | -235118 |
Avg Bars in Trades | 26 | 19 | 33 | 26 | 19 | 33 |
Avg Bars in Winners | 24 | 15 | 32 | 24 | 15 | 32 |
Avg Bars in Losers | 29 | 25 | 35 | 29 | 25 | 35 |
Bars Traded | 2850 | 1057 | 1793 | 2850 | 1057 | 1793 |
Profit Streak | 142.2109 | 142.2109 | 150.2109 | 142.2109 | 142.2109 | 150.2109 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445427 | -240393 | -168249 | -69912 | -269771 | -419699 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 2.77134 } }, "second_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } } }
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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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