Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374005.0451 | 269485.6591 | 104519.3861 | 681987.5251 | 706053.807 | -24066.2819 |
Total P&L (%) | 374.005 | 269.4857 | 104.5194 | 681.9875 | 706.0538 | -24.0663 |
Avg Daily Profit (%) | 0.2611 | 0.1882 | 0.073 | 0.1437 | 0.1458 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63829 | -48335 | -87638 | -522937 | -270348 | -691508 |
Profit Factor | 1.9792 | 2.7106 | 1.4658 | 1.2916 | 1.7133 | 0.9822 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 64.3836 | 69.4444 | 59.4595 | 64.3836 | 69.4444 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.0949 | 1.1927 | 0.9994 | 0.7145 | 0.7538 | 0.6697 |
Largest Winning Trade | 77736 | 77736 | 65681 | 280005 | 280005 | 158910 |
Largest Losing Trade | -57551 | -32724 | -57551 | -410630 | -208440 | -410630 |
Avg Bars in Trades | 70 | 80 | 61 | 70 | 80 | 61 |
Avg Bars in Winners | 51 | 58 | 42 | 51 | 58 | 42 |
Avg Bars in Losers | 105 | 128 | 89 | 105 | 128 | 89 |
Bars Traded | 5156 | 2890 | 2266 | 5156 | 2890 | 2266 |
Profit Streak | 1.9082 | 0 | 124.1582 | 1.9082 | 0 | 124.1582 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65499 | 507557 | -93491 | -78715 | 180885 | -578194 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 4.15317 } }, "second_band": { "type": "sma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 4.15317 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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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