Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696685.0514 | 653288.9489 | 43396.1026 | 715779.5738 | 715662.3117 | 117.2622 |
Total P&L (%) | 696.6851 | 653.2889 | 43.3961 | 715.7796 | 715.6623 | 0.1173 |
Avg Daily Profit (%) | 0.3768 | 0.3533 | 0.0235 | 0.1136 | 0.1136 | 0.0001 |
Buy And Hold Return (%) | 103.0267 | 103.0267 | 103.0267 | 103.0267 | 103.0267 | 103.0267 |
Max Trade Drawdown | -52636 | -82833 | -46298 | -344013 | -389566 | -342718 |
Profit Factor | 2.7785 | 4.8578 | 1.1951 | 1.3534 | 1.8546 | 1.0001 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 42.8571 | 46.9388 | 38.7755 | 42.8571 | 46.9388 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.7047 | 5.4914 | 1.8871 | 1.8045 | 2.0965 | 1.5791 |
Largest Winning Trade | 586331 | 586331 | 58954 | 485161 | 485161 | 355414 |
Largest Losing Trade | -33728 | -26431 | -33728 | -249202 | -129390 | -249202 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 61 | 51 | 73 | 61 | 51 | 73 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 3442 | 1666 | 1776 | 3442 | 1666 | 1776 |
Profit Streak | 102.4574 | 103.9574 | 0 | 102.4574 | 103.9574 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458522 | 578383 | -336319 | -41414 | -38004 | -582076 |
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{ "first_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 4.81415 } }, "second_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 1.09048 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 4.81415 } }, "second_band": { "type": "supertrend", "factors": { "length": 119, "offset": 0, "multiplier": 1.09048 } } }
# | 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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