Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347280.7514 | 183730.4865 | 163550.2649 | 246953.4116 | 516035.0143 | -269081.6027 |
Total P&L (%) | 347.2808 | 183.7305 | 163.5503 | 246.9534 | 516.035 | -269.0816 |
Avg Daily Profit (%) | 0.205 | 0.1085 | 0.0965 | 0.0735 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108394 | -80495 | -79962 | -890690 | -151724 | -764071 |
Profit Factor | 1.4765 | 1.5908 | 1.3914 | 1.0915 | 1.5488 | 0.8471 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 60.9589 | 64.3836 | 57.5342 | 60.9589 | 64.3836 | 57.5342 |
Ratio Avg Win / Avg Loss | 0.9456 | 0.88 | 1.027 | 0.699 | 0.8568 | 0.6252 |
Largest Winning Trade | 53789 | 53789 | 52123 | 195476 | 128054 | 195476 |
Largest Losing Trade | -58460 | -46027 | -58460 | -509384 | -144624 | -509384 |
Avg Bars in Trades | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Winners | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 3274 | 1241 | 2034 | 3274 | 1241 | 2034 |
Profit Streak | 7.212 | 51.212 | 0 | 7.212 | 51.212 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357334 | -116123 | -133860 | -213661 | -117396 | -651203 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.70477 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.70477 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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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