Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564913.3173 | 330787.4227 | 234125.8946 | 1600611.0496 | 699148.8604 | 901462.1892 |
Total P&L (%) | 564.9133 | 330.7874 | 234.1259 | 1600.6111 | 699.1489 | 901.4622 |
Avg Daily Profit (%) | 0.3227 | 0.189 | 0.1337 | 0.162 | 0.1188 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123051 | -73912 | -137279 | -3489384 | -2166194 | -2605008 |
Profit Factor | 1.6306 | 1.8573 | 1.459 | 1.138 | 1.1339 | 1.1413 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 57.9208 | 55.4455 | 60.396 | 57.9208 | 55.4455 | 60.396 |
Ratio Avg Win / Avg Loss | 1.1846 | 1.4925 | 0.9567 | 0.8267 | 0.9112 | 0.7484 |
Largest Winning Trade | 119022 | 119022 | 55411 | 833728 | 522851 | 833728 |
Largest Losing Trade | -58305 | -31137 | -58305 | -1327733 | -784474 | -1327733 |
Avg Bars in Trades | 16 | 11 | 22 | 16 | 11 | 22 |
Avg Bars in Winners | 17 | 9 | 24 | 17 | 9 | 24 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 3418 | 1113 | 2305 | 3418 | 1113 | 2305 |
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 | 483294 | 383014 | -13746 | -60332 | -108152 | -82197 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 3.21558 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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