Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433272.004 | 1357925.3154 | 75346.6886 | 1096177.0245 | 1184349.744 | -88172.7196 |
Total P&L (%) | 1433.272 | 1357.9253 | 75.3467 | 1096.177 | 1184.3497 | -88.1727 |
Avg Daily Profit (%) | 0.7738 | 0.7331 | 0.0407 | 0.1341 | 0.1379 | -0.1152 |
Buy And Hold Return (%) | 77.2371 | 77.2371 | 77.2371 | 77.2371 | 77.2371 | 77.2371 |
Max Trade Drawdown | -109583 | -102427 | -54049 | -2946763 | -2173856 | -1373439 |
Profit Factor | 4.0668 | 7.1898 | 1.3039 | 1.134 | 1.3044 | 0.9795 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.8571 | 38.4615 | 47.3684 | 42.8571 | 38.4615 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.4224 | 11.5037 | 1.4487 | 1.5119 | 2.087 | 1.0883 |
Largest Winning Trade | 1277044 | 1277044 | 65857 | 1654943 | 1654943 | 923500 |
Largest Losing Trade | -52426 | -23864 | -52426 | -1373439 | -811784 | -1373439 |
Avg Bars in Trades | 90 | 75 | 106 | 90 | 75 | 106 |
Avg Bars in Winners | 140 | 114 | 161 | 140 | 114 | 161 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 6984 | 2936 | 4049 | 6984 | 2936 | 4049 |
Profit Streak | 0 | 0 | 74.336 | 0 | 0 | 74.336 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29002 | 599618 | -304284 | -134745 | -11742 | -579156 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 236, "offset": 0, "multiplier": 3.28333 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 236, "offset": 0, "multiplier": 3.28333 } } }
# | 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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