Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422727.2337 | 424927.9175 | -2200.6838 | 74870.496 | 208158.6926 | -133288.1967 |
Total P&L (%) | 422.7272 | 424.9279 | -2.2007 | 74.8705 | 208.1587 | -133.2882 |
Avg Daily Profit (%) | 0.2029 | 0.204 | -0.0011 | 0.0268 | 0.054 | 0 |
Buy And Hold Return (%) | 44.5548 | 44.5548 | 44.5548 | 44.5548 | 44.5548 | 44.5548 |
Max Trade Drawdown | -123783 | -100843 | -146292 | -468299 | -289180 | -259321 |
Profit Factor | 1.2019 | 1.4246 | 0.998 | 1.0173 | 1.1012 | 0.9414 |
Total Trades | 1005 | 502 | 503 | 1005 | 502 | 503 |
Winning Trades | 462 | 216 | 246 | 462 | 216 | 246 |
Losing Trades | 543 | 286 | 257 | 543 | 286 | 257 |
Profitability (%) | 45.9701 | 43.0279 | 48.9066 | 45.9701 | 43.0279 | 48.9066 |
Ratio Avg Win / Avg Loss | 1.4126 | 1.8863 | 1.0426 | 1.1956 | 1.4581 | 0.9835 |
Largest Winning Trade | 230365 | 230365 | 24679 | 166740 | 166740 | 51108 |
Largest Losing Trade | -22045 | -22045 | -21059 | -70251 | -70251 | -62131 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 30 | 41 | 20 | 30 | 41 | 20 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 24752 | 15245 | 9507 | 24752 | 15245 | 9507 |
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 | 413819 | 322843 | -577185 | -363195 | -232248 | -578852 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 4.74645 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 4.12605 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 225, "offset": 0, "multiplier": 4.74645 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 4.12605 } } }
# | 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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