Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507764.6013 | 389256.2983 | 118508.303 | 318881.5229 | -78806.8843 | 397688.4072 |
Total P&L (%) | 507.7646 | 389.2563 | 118.5083 | 318.8815 | -78.8069 | 397.6884 |
Avg Daily Profit (%) | 0.2205 | 0.1691 | 0.0515 | 0.0622 | -0.0674 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136548 | -92297 | -77411 | -1254788 | -824219 | -632263 |
Profit Factor | 1.5609 | 1.8098 | 1.2791 | 1.0638 | 0.9737 | 1.199 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 48.2014 | 48.5714 | 47.8261 | 48.2014 | 48.5714 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.6774 | 1.9163 | 1.3954 | 1.1432 | 1.031 | 1.308 |
Largest Winning Trade | 171619 | 171619 | 51986 | 523233 | 523233 | 297341 |
Largest Losing Trade | -45080 | -34269 | -45080 | -397242 | -317408 | -397242 |
Avg Bars in Trades | 64 | 51 | 77 | 64 | 51 | 77 |
Avg Bars in Winners | 85 | 66 | 105 | 85 | 66 | 105 |
Avg Bars in Losers | 43 | 36 | 51 | 43 | 36 | 51 |
Bars Traded | 8900 | 3570 | 5330 | 8900 | 3570 | 5330 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384163 | -84223 | -227028 | -260545 | -674125 | -204323 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 236, "offset": 0, "multiplier": 3.55858 } } }
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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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