Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495807.0383 | 306995.9003 | 188811.138 | 1275328.0703 | 974344.6336 | 300983.4367 |
Total P&L (%) | 495.807 | 306.9959 | 188.8111 | 1275.3281 | 974.3446 | 300.9834 |
Avg Daily Profit (%) | 0.3472 | 0.215 | 0.1322 | 0.1838 | 0.1664 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83992 | -79471 | -69470 | -775516 | -589158 | -955182 |
Profit Factor | 1.4022 | 1.4421 | 1.3507 | 1.1641 | 1.2336 | 1.0836 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 271 | 138 | 133 | 271 | 138 | 133 |
Losing Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Profitability (%) | 65.4589 | 66.6667 | 64.2512 | 65.4589 | 66.6667 | 64.2512 |
Ratio Avg Win / Avg Loss | 0.7399 | 0.721 | 0.7515 | 0.6143 | 0.6168 | 0.6029 |
Largest Winning Trade | 34046 | 34046 | 20563 | 226868 | 226868 | 140270 |
Largest Losing Trade | -55897 | -55897 | -41140 | -482768 | -378519 | -482768 |
Avg Bars in Trades | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 65 | 86 | 45 | 65 | 86 | 45 |
Bars Traded | 16934 | 9341 | 7592 | 16934 | 9341 | 7592 |
Profit Streak | 2.3423 | 6.759 | 2.3423 | 2.3423 | 6.759 | 2.3423 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388858 | 374765 | -17150 | -30916 | 328963 | -192723 |
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{ "first_band": { "type": "linreg", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.08634 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.08634 } } }
# | 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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