Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830359.6061 | 792765.132 | 37594.4742 | 2124927.4823 | 3562691.3365 | -1437763.8542 |
Total P&L (%) | 830.3596 | 792.7651 | 37.5945 | 2124.9275 | 3562.6913 | -1437.7639 |
Avg Daily Profit (%) | 0.4557 | 0.4351 | 0.0206 | 0.1704 | 0.1978 | 0 |
Buy And Hold Return (%) | 767.8955 | 767.8955 | 767.8955 | 767.8955 | 767.8955 | 767.8955 |
Max Trade Drawdown | -119451 | -61038 | -91284 | -2282322 | -1484951 | -2555055 |
Profit Factor | 2.3351 | 3.8657 | 1.1089 | 1.2108 | 1.8375 | 0.7532 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 43.5897 | 45 | 44.3038 | 43.5897 | 45 |
Ratio Avg Win / Avg Loss | 2.9355 | 5.0027 | 1.3553 | 1.5222 | 2.378 | 0.9206 |
Largest Winning Trade | 254037 | 254037 | 68325 | 1454861 | 1454861 | 626315 |
Largest Losing Trade | -45064 | -25306 | -45064 | -747028 | -602254 | -747028 |
Avg Bars in Trades | 86 | 65 | 107 | 86 | 65 | 107 |
Avg Bars in Winners | 136 | 82 | 187 | 136 | 82 | 187 |
Avg Bars in Losers | 46 | 52 | 41 | 46 | 52 | 41 |
Bars Traded | 6820 | 2538 | 4282 | 6820 | 2538 | 4282 |
Profit Streak | 0 | 168.4354 | 0 | 0 | 168.4354 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159292 | -140196 | -433760 | -28376 | 300500 | -582694 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 4.74986 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 4.74986 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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