Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301375.7761 | 210314.5142 | 91061.2618 | 448717.9159 | 280280.5166 | 168437.3992 |
Total P&L (%) | 301.3758 | 210.3145 | 91.0613 | 448.7179 | 280.2805 | 168.4374 |
Avg Daily Profit (%) | 0.2406 | 0.1679 | 0.0727 | 0.136 | 0.1067 | 0.0789 |
Buy And Hold Return (%) | 45.4921 | 45.4921 | 45.4921 | 45.4921 | 45.4921 | 45.4921 |
Max Trade Drawdown | -119970 | -40270 | -91584 | -133291 | -127249 | -133291 |
Profit Factor | 1.7437 | 2.4591 | 1.3487 | 1.7479 | 2.1411 | 1.4754 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 68.1319 | 68.8889 | 67.3913 | 68.1319 | 68.8889 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.8156 | 1.1106 | 0.6526 | 0.8176 | 0.9669 | 0.7139 |
Largest Winning Trade | 40404 | 40404 | 27971 | 98531 | 98531 | 70608 |
Largest Losing Trade | -50744 | -40270 | -50744 | -133291 | -127249 | -133291 |
Avg Bars in Trades | 38 | 46 | 32 | 38 | 46 | 32 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 82 | 106 | 60 | 82 | 106 | 60 |
Bars Traded | 3543 | 2072 | 1472 | 3543 | 2072 | 1472 |
Profit Streak | 25.1851 | 156.8518 | 25.1851 | 25.1851 | 156.8518 | 25.1851 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457183 | 477673 | -100251 | -6489 | -45805 | -86866 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 45, "offset": 0, "multiplier": 1.28441 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "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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