Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404418.3446 | 268728.3848 | 135689.9598 | 650864.0426 | 402076.1262 | 248787.9164 |
Total P&L (%) | 404.4183 | 268.7284 | 135.69 | 650.864 | 402.0761 | 248.7879 |
Avg Daily Profit (%) | 0.2849 | 0.1893 | 0.0956 | 0.1421 | 0.1138 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112279 | -72350 | -68467 | -1280250 | -824447 | -769630 |
Profit Factor | 1.3928 | 1.474 | 1.2932 | 1.0973 | 1.1049 | 1.0872 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 50.7143 | 49.2857 | 52.1429 | 50.7143 | 49.2857 | 52.1429 |
Ratio Avg Win / Avg Loss | 1.3535 | 1.5168 | 1.1869 | 1.0664 | 1.1369 | 0.9979 |
Largest Winning Trade | 86351 | 86351 | 37494 | 409017 | 409017 | 248716 |
Largest Losing Trade | -35633 | -35633 | -29622 | -543841 | -543841 | -495931 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 26 | 31 | 22 | 26 | 31 | 22 |
Bars Traded | 8257 | 4741 | 3516 | 8257 | 4741 | 3516 |
Profit Streak | 7.3148 | 0 | 50.4815 | 7.3148 | 0 | 50.4815 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414489 | 335786 | -63933 | -113802 | -146773 | -200282 |
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{ "first_band": { "type": "linreg", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 3.40973 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 230, "offset": 0, "multiplier": 3.40973 } } }
# | 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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