Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264397.6935 | 168501.3197 | 95896.3739 | 246271.1806 | 80489.438 | 165781.7426 |
Total P&L (%) | 264.3977 | 168.5013 | 95.8964 | 246.2712 | 80.4894 | 165.7817 |
Avg Daily Profit (%) | 0.2448 | 0.156 | 0.0888 | 0.1151 | 0.0547 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96783 | -80505 | -125549 | -243256 | -262531 | -193128 |
Profit Factor | 1.3146 | 1.3905 | 1.2344 | 1.1418 | 1.0815 | 1.2214 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 66.2207 | 64.6667 | 67.7852 | 66.2207 | 64.6667 | 67.7852 |
Ratio Avg Win / Avg Loss | 0.6706 | 0.7598 | 0.5867 | 0.5824 | 0.5909 | 0.5804 |
Largest Winning Trade | 20807 | 20807 | 20328 | 47940 | 47940 | 42796 |
Largest Losing Trade | -42320 | -27221 | -42320 | -104852 | -104852 | -92174 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 67 | 80 | 53 | 67 | 80 | 53 |
Bars Traded | 12665 | 7230 | 5435 | 12665 | 7230 | 5435 |
Profit Streak | 0 | 0 | 18.5638 | 0 | 0 | 18.5638 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366356 | 300494 | -73700 | -101939 | -250322 | -71436 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.44627 } } }
# | 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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