Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327135.413 | 144876.466 | 182258.947 | 82298.8454 | 120407.3527 | -38108.5073 |
Total P&L (%) | 327.1354 | 144.8765 | 182.2589 | 82.2988 | 120.4074 | -38.1085 |
Avg Daily Profit (%) | 0.2195 | 0.0972 | 0.1223 | 0.0403 | 0.053 | -0.0322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213699 | -70853 | -188078 | -312334 | -46027 | -324219 |
Profit Factor | 1.5197 | 1.545 | 1.5011 | 1.1211 | 1.6068 | 0.9208 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 58.1395 | 60 | 56.25 | 58.1395 | 60 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0942 | 1.03 | 1.1675 | 0.8072 | 1.0712 | 0.7162 |
Largest Winning Trade | 64813 | 39534 | 64813 | 97200 | 54903 | 97200 |
Largest Losing Trade | -87276 | -28238 | -87276 | -200255 | -31251 | -200255 |
Avg Bars in Trades | 31 | 15 | 47 | 31 | 15 | 47 |
Avg Bars in Winners | 32 | 13 | 52 | 32 | 13 | 52 |
Avg Bars in Losers | 29 | 18 | 40 | 29 | 18 | 40 |
Bars Traded | 4019 | 992 | 3027 | 4019 | 992 | 3027 |
Profit Streak | 0 | 0 | 61.6368 | 0 | 0 | 61.6368 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381982 | -191746 | -166282 | -226692 | -250274 | -718588 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.3129 } }, "second_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.3129 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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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