Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45445.9489 | 23173.6134 | 22272.3355 | 46991.2471 | 24690.2604 | 22300.9867 |
Total P&L (%) | 45.4459 | 23.1736 | 22.2723 | 46.9912 | 24.6903 | 22.301 |
Avg Daily Profit (%) | 0.5879 | 0.2998 | 0.2881 | 0.4996 | 0.2859 | 0.2608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25410 | -17206 | -20612 | -36942 | -21906 | -30090 |
Profit Factor | 1.209 | 1.2109 | 1.2071 | 1.1706 | 1.1795 | 1.1617 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 220 | 112 | 108 | 220 | 112 | 108 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 65.8683 | 67.0659 | 64.6707 | 65.8683 | 67.0659 | 64.6707 |
Ratio Avg Win / Avg Loss | 0.6265 | 0.5946 | 0.6594 | 0.6066 | 0.5792 | 0.6346 |
Largest Winning Trade | 5293 | 3885 | 5293 | 6550 | 5193 | 6550 |
Largest Losing Trade | -13629 | -8626 | -13629 | -15417 | -11362 | -15417 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 107 | 122 | 92 | 107 | 122 | 92 |
Bars Traded | 21967 | 11836 | 10131 | 21967 | 11836 | 10131 |
Profit Streak | 26.2556 | 0 | 26.5194 | 26.2556 | 0 | 26.5194 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339400 | 86607 | 58866 | -23607 | -19560 | -40804 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 4.71302 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 4.71302 } } }
# | 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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