Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884226.5733 | 842339.3015 | 41887.2719 | 698102.3674 | 826415.0776 | -128312.7102 |
Total P&L (%) | 884.2266 | 842.3393 | 41.8873 | 698.1024 | 826.4151 | -128.3127 |
Avg Daily Profit (%) | 0.4786 | 0.4559 | 0.0227 | 0.1125 | 0.1206 | 0 |
Buy And Hold Return (%) | 161.1323 | 161.1323 | 161.1323 | 161.1323 | 161.1323 | 161.1323 |
Max Trade Drawdown | -105714 | -117057 | -56744 | -830590 | -680689 | -336157 |
Profit Factor | 3.1974 | 5.4275 | 1.1974 | 1.3019 | 1.7765 | 0.8972 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.8968 | 6.066 | 1.5966 | 1.5867 | 1.9855 | 1.1963 |
Largest Winning Trade | 794386 | 794386 | 61189 | 794386 | 794386 | 295697 |
Largest Losing Trade | -33728 | -27051 | -33728 | -207696 | -177430 | -207696 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 87 | 79 | 96 | 87 | 79 | 96 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 3481 | 1736 | 1745 | 3481 | 1736 | 1745 |
Profit Streak | 105.8085 | 161.8085 | 0 | 105.8085 | 161.8085 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77111 | 613276 | -333372 | -135757 | -29627 | -581898 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 1.30514 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 884226.5733214017, 842339.3014560062, 41887.2718653955, 698102.367358791, 826415.0775696326, -128312.7102108415 ], [ 884.226573, 842.339301, 41.887272, 698.102367, 826.415078, -128.31271 ], [ 0.478607, 0.455935, 0.022672, 0.112489, 0.120568, 0 ], [ 161.132305, 161.132305, 161.132305, 161.132305, 161.132305, 161.132305 ], [ -105714, -117057, -56744, -830590, -680689, -336157 ], [ 3.197374, 5.427498, 1.197442, 1.301895, 1.776493, 0.897195 ], [ 71, 36, 35, 71, 36, 35 ], [ 32, 17, 15, 32, 17, 15 ], [ 39, 19, 20, 39, 19, 20 ], [ 45.070423, 47.222222, 42.857143, 45.070423, 47.222222, 42.857143 ], [ 3.8968, 6.066027, 1.596589, 1.586684, 1.985492, 1.196259 ], [ 794386, 794386, 61189, 794386, 794386, 295697 ], [ -33728, -27051, -33728, -207696, -177430, -207696 ], [ 49, 48, 49, 49, 48, 49 ], [ 87, 79, 96, 87, 79, 96 ], [ 17, 20, 14, 17, 20, 14 ], [ 3481, 1736, 1745, 3481, 1736, 1745 ], [ 105.808519, 161.808519, 0, 105.808519, 161.808519, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77111, 613276, -333372, -135757, -29627, -581898 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 1.30514 } } }
# | 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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