Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632058.0396 | 443580.4662 | 188477.5734 | 1931097.8178 | 1602983.1976 | 328114.6203 |
Total P&L (%) | 632.058 | 443.5805 | 188.4776 | 1931.0978 | 1602.9832 | 328.1146 |
Avg Daily Profit (%) | 0.3323 | 0.2332 | 0.0991 | 0.1584 | 0.1491 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102214 | -104165 | -94968 | -1977073 | -1430401 | -1774883 |
Profit Factor | 1.8471 | 2.1918 | 1.504 | 1.1838 | 1.2886 | 1.0663 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 45.283 | 45.283 | 45.283 | 45.283 | 45.283 | 45.283 |
Ratio Avg Win / Avg Loss | 2.2319 | 2.6484 | 1.8174 | 1.4304 | 1.5571 | 1.2884 |
Largest Winning Trade | 131344 | 131344 | 58817 | 1034783 | 1034783 | 830627 |
Largest Losing Trade | -34158 | -34158 | -26208 | -781413 | -781413 | -436281 |
Avg Bars in Trades | 51 | 33 | 70 | 51 | 33 | 70 |
Avg Bars in Winners | 82 | 43 | 120 | 82 | 43 | 120 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 5478 | 1753 | 3724 | 5478 | 1753 | 3724 |
Profit Streak | 0 | 0 | 571.5064 | 0 | 0 | 571.5064 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400350 | -169814 | -239192 | -12220 | -174304 | -419422 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 3.07639 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 3.07639 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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