Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176002.0712 | 109119.9459 | 66882.1253 | 301925.3127 | 175249.2544 | 126676.0583 |
Total P&L (%) | 176.0021 | 109.1199 | 66.8821 | 301.9253 | 175.2493 | 126.6761 |
Avg Daily Profit (%) | 0.3379 | 0.2095 | 0.1284 | 0.2674 | 0.1946 | 0.1572 |
Buy And Hold Return (%) | 19.5416 | 19.5416 | 19.5416 | 19.5416 | 19.5416 | 19.5416 |
Max Trade Drawdown | -40968 | -27055 | -40915 | -90195 | -61351 | -100145 |
Profit Factor | 1.5248 | 1.8523 | 1.3226 | 1.4855 | 1.7624 | 1.3231 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 56.5217 | 55.5556 | 57.4803 | 56.5217 | 55.5556 | 57.4803 |
Ratio Avg Win / Avg Loss | 1.173 | 1.4819 | 0.9784 | 1.1427 | 1.4099 | 0.9787 |
Largest Winning Trade | 32774 | 20632 | 32774 | 99211 | 31557 | 99211 |
Largest Losing Trade | -19610 | -13588 | -19610 | -51028 | -31965 | -51028 |
Avg Bars in Trades | 97 | 91 | 103 | 97 | 91 | 103 |
Avg Bars in Winners | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Losers | 120 | 102 | 139 | 120 | 102 | 139 |
Bars Traded | 24620 | 11520 | 13100 | 24620 | 11520 | 13100 |
Profit Streak | 3.9219 | 4.0677 | 3.9219 | 3.9219 | 4.0677 | 3.9219 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432923 | 338340 | -25875 | 402573 | 361490 | 192965 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 69, "offset": 126, "multiplier": 3.69851 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "offset": 217 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 69, "offset": 126, "multiplier": 3.69851 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "offset": 217 } } }
# | 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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