Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480097.4644 | 316137.996 | 163959.4684 | 78544.1335 | -90995.8956 | 169540.0291 |
Total P&L (%) | 480.0975 | 316.138 | 163.9595 | 78.5441 | -90.9959 | 169.54 |
Avg Daily Profit (%) | 0.2524 | 0.1662 | 0.0862 | 0.0305 | -0.1265 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208334 | -65157 | -213047 | -306058 | -174705 | -171544 |
Profit Factor | 1.6609 | 1.9018 | 1.4362 | 1.0889 | 0.8286 | 1.4802 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 59 | 58 | 60 | 59 | 58 | 60 |
Ratio Avg Win / Avg Loss | 1.1542 | 1.3772 | 0.9575 | 0.7567 | 0.6 | 0.9868 |
Largest Winning Trade | 105717 | 105717 | 50834 | 114445 | 114445 | 100600 |
Largest Losing Trade | -79929 | -48895 | -79929 | -76269 | -74254 | -76269 |
Avg Bars in Trades | 36 | 22 | 49 | 36 | 22 | 49 |
Avg Bars in Winners | 38 | 19 | 57 | 38 | 19 | 57 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 3633 | 1135 | 2498 | 3633 | 1135 | 2498 |
Profit Streak | 523.5266 | 523.5266 | 561.5266 | 523.5266 | 523.5266 | 561.5266 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463995 | -167949 | -256448 | -273847 | -758558 | -301578 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 3.24843 } }, "second_band": { "type": "linreg", "factors": { "length": 132, "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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