Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243064.543 | 55256.1668 | 187808.3763 | 143802.7728 | 24818.0251 | 118984.7477 |
Total P&L (%) | 243.0645 | 55.2562 | 187.8084 | 143.8028 | 24.818 | 118.9847 |
Avg Daily Profit (%) | 0.2327 | 0.0529 | 0.1798 | 0.0853 | 0.0212 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104003 | -88543 | -47834 | -133242 | -104614 | -67459 |
Profit Factor | 1.5947 | 1.2189 | 2.2018 | 1.3425 | 1.1042 | 1.6551 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 71.2644 | 67.4419 | 75 | 71.2644 | 67.4419 | 75 |
Ratio Avg Win / Avg Loss | 0.643 | 0.5884 | 0.7339 | 0.5413 | 0.5331 | 0.5517 |
Largest Winning Trade | 32180 | 32180 | 22635 | 34373 | 27390 | 34373 |
Largest Losing Trade | -72111 | -72111 | -39216 | -74562 | -74562 | -54115 |
Avg Bars in Trades | 68 | 93 | 44 | 68 | 93 | 44 |
Avg Bars in Winners | 35 | 39 | 33 | 35 | 39 | 33 |
Avg Bars in Losers | 149 | 206 | 77 | 149 | 206 | 77 |
Bars Traded | 5974 | 4023 | 1951 | 5974 | 4023 | 1951 |
Profit Streak | 43.6743 | 101.6743 | 43.6743 | 43.6743 | 101.6743 | 43.6743 |
Trades During Streak | 8 | 12 | 4 | 8 | 12 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468387 | -121371 | 491617 | -75443 | -271788 | -87573 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.2075 } }, "second_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.2075 } }, "second_band": { "type": "midpoint", "factors": { "length": 184, "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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