Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210589.1587 | 67065.6778 | 143523.4809 | 94171.6668 | 54612.0281 | 39559.6387 |
Total P&L (%) | 210.5892 | 67.0657 | 143.5235 | 94.1717 | 54.612 | 39.5596 |
Avg Daily Profit (%) | 0.2038 | 0.0649 | 0.1389 | 0.0642 | 0.0422 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79059 | -102248 | -65886 | -262606 | -229842 | -223827 |
Profit Factor | 1.4153 | 1.2267 | 1.6792 | 1.0722 | 1.077 | 1.0664 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 53.125 | 43.75 | 62.5 | 53.125 | 43.75 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2488 | 1.5772 | 1.0075 | 0.946 | 1.3847 | 0.6399 |
Largest Winning Trade | 82753 | 82753 | 44284 | 138240 | 138240 | 72612 |
Largest Losing Trade | -39170 | -35603 | -39170 | -136281 | -107352 | -136281 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 34 | 22 | 42 | 34 | 22 | 42 |
Avg Bars in Losers | 25 | 28 | 19 | 25 | 28 | 19 |
Bars Traded | 2889 | 1254 | 1635 | 2889 | 1254 | 1635 |
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 | 327699 | -107782 | -3835 | -249309 | -275500 | -299477 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 2.9725 } }, "second_band": { "type": "linreg", "factors": { "length": 153, "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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