Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439065.9424 | 197608.7977 | 241457.1447 | 848894.7814 | 368773.2565 | 480121.5248 |
Total P&L (%) | 439.0659 | 197.6088 | 241.4571 | 848.8948 | 368.7733 | 480.1215 |
Avg Daily Profit (%) | 0.2949 | 0.1327 | 0.1622 | 0.1513 | 0.1038 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69281 | -88867 | -42046 | -690063 | -557602 | -361174 |
Profit Factor | 2.1492 | 1.7778 | 2.8861 | 1.3892 | 1.2803 | 1.555 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52 | 43.2432 | 60.5263 | 52 | 43.2432 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.9839 | 2.3334 | 1.8823 | 1.2824 | 1.6803 | 1.0141 |
Largest Winning Trade | 142218 | 142218 | 69844 | 546616 | 546616 | 321275 |
Largest Losing Trade | -31928 | -31928 | -19516 | -208938 | -199544 | -208938 |
Avg Bars in Trades | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Winners | 72 | 50 | 87 | 72 | 50 | 87 |
Avg Bars in Losers | 35 | 37 | 32 | 35 | 37 | 32 |
Bars Traded | 4101 | 1604 | 2497 | 4101 | 1604 | 2497 |
Profit Streak | 0 | 70.9693 | 0 | 0 | 70.9693 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48497 | -14509 | 510690 | -52767 | -55350 | -32231 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.73665 } }, "second_band": { "type": "linreg", "factors": { "length": 142, "offset": 0 } } }
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# | 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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