Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633964.4348 | 394274.3982 | 239690.0366 | 4811142.6809 | 4670239.2719 | 140903.409 |
Total P&L (%) | 633.9644 | 394.2744 | 239.69 | 4811.1427 | 4670.2393 | 140.9034 |
Avg Daily Profit (%) | 0.3742 | 0.2327 | 0.1415 | 0.2301 | 0.2284 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70579 | -63174 | -55411 | -5653349 | -1774365 | -4424558 |
Profit Factor | 2.2415 | 2.4419 | 2.0105 | 1.3992 | 1.8938 | 1.0206 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 39.2593 | 32.8358 | 45.5882 | 39.2593 | 32.8358 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.468 | 4.9948 | 2.3996 | 2.1648 | 3.8737 | 1.2182 |
Largest Winning Trade | 188854 | 188854 | 53142 | 1668220 | 1668220 | 1136345 |
Largest Losing Trade | -21495 | -21495 | -17723 | -1527712 | -857620 | -1527712 |
Avg Bars in Trades | 36 | 32 | 41 | 36 | 32 | 41 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 4990 | 2182 | 2808 | 4990 | 2182 | 2808 |
Profit Streak | 0 | 24.6696 | 0 | 0 | 24.6696 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359061 | -110535 | -111500 | 225976 | -111213 | -432583 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.72687 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.72687 } }, "second_band": { "type": "hlc3", "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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