Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351395.315 | 149582.5891 | 201812.7259 | 213376.7862 | 175326.655 | 38050.1312 |
Total P&L (%) | 351.3953 | 149.5826 | 201.8127 | 213.3768 | 175.3267 | 38.0501 |
Avg Daily Profit (%) | 0.3377 | 0.1437 | 0.1939 | 0.1098 | 0.0974 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118151 | -79170 | -97179 | -267475 | -104362 | -163113 |
Profit Factor | 1.3656 | 1.3183 | 1.411 | 1.214 | 1.4383 | 1.0637 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 55.8394 | 51.8248 | 59.854 | 55.8394 | 51.8248 | 59.854 |
Ratio Avg Win / Avg Loss | 1.08 | 1.2254 | 0.9464 | 0.9601 | 1.3371 | 0.7135 |
Largest Winning Trade | 46370 | 46370 | 45826 | 64732 | 46446 | 64732 |
Largest Losing Trade | -80083 | -30265 | -80083 | -124651 | -39071 | -124651 |
Avg Bars in Trades | 21 | 16 | 27 | 21 | 16 | 27 |
Avg Bars in Winners | 21 | 13 | 27 | 21 | 13 | 27 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 6027 | 2326 | 3701 | 6027 | 2326 | 3701 |
Profit Streak | 5.0501 | 8.5501 | 0 | 5.0501 | 8.5501 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448812 | 1180 | 289025 | -45303 | -61058 | -304640 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 2.82256 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 2.82256 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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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