Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345269.8979 | 176236.95 | 169032.9479 | 76928.1768 | 95975.0342 | -19046.8574 |
Total P&L (%) | 345.2699 | 176.237 | 169.0329 | 76.9282 | 95.975 | -19.0469 |
Avg Daily Profit (%) | 0.2065 | 0.1054 | 0.1011 | 0.0341 | 0.0402 | -0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141209 | -74501 | -155579 | -163507 | -106647 | -116280 |
Profit Factor | 1.4647 | 1.5915 | 1.3799 | 1.1139 | 1.3498 | 0.9525 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Losing Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Profitability (%) | 60.4839 | 67.7419 | 53.2258 | 60.4839 | 67.7419 | 53.2258 |
Ratio Avg Win / Avg Loss | 0.957 | 0.7578 | 1.2126 | 0.7277 | 0.6428 | 0.8371 |
Largest Winning Trade | 58787 | 37647 | 58787 | 68228 | 48391 | 68228 |
Largest Losing Trade | -76785 | -39143 | -76785 | -73360 | -49065 | -73360 |
Avg Bars in Trades | 25 | 12 | 38 | 25 | 12 | 38 |
Avg Bars in Winners | 24 | 9 | 43 | 24 | 9 | 43 |
Avg Bars in Losers | 28 | 20 | 33 | 28 | 20 | 33 |
Bars Traded | 3208 | 803 | 2405 | 3208 | 803 | 2405 |
Profit Streak | 79.8213 | 79.8213 | 94.8213 | 79.8213 | 79.8213 | 94.8213 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361056 | -203112 | -210642 | -241303 | -291465 | -733980 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 2.89521 } }, "second_band": { "type": "rma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 2.89521 } }, "second_band": { "type": "rma", "factors": { "length": 20, "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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