Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327832.9568 | 166250.4074 | 161582.5495 | 494960.3244 | 448311.8147 | 46648.5096 |
Total P&L (%) | 327.833 | 166.2504 | 161.5825 | 494.9603 | 448.3118 | 46.6485 |
Avg Daily Profit (%) | 0.1934 | 0.0981 | 0.0953 | 0.1053 | 0.1004 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76997 | -57827 | -47862 | -430697 | -131238 | -398415 |
Profit Factor | 1.7887 | 1.8062 | 1.7715 | 1.3126 | 1.6257 | 1.0538 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 47.619 | 54.7619 | 40.4762 | 47.619 | 54.7619 | 40.4762 |
Ratio Avg Win / Avg Loss | 1.9675 | 1.492 | 2.6051 | 1.4439 | 1.343 | 1.5497 |
Largest Winning Trade | 91852 | 91852 | 67203 | 168419 | 168419 | 115276 |
Largest Losing Trade | -39490 | -39490 | -37506 | -131238 | -131238 | -120816 |
Avg Bars in Trades | 58 | 41 | 74 | 58 | 41 | 74 |
Avg Bars in Winners | 80 | 42 | 132 | 80 | 42 | 132 |
Avg Bars in Losers | 37 | 41 | 35 | 37 | 41 | 35 |
Bars Traded | 4898 | 1759 | 3139 | 4898 | 1759 | 3139 |
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 | 369207 | -59053 | -66002 | -52991 | -56253 | -328187 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 162, "offset": 0, "multiplier": 3.42129 } }, "second_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 2.63551 } } }
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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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