Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174683.2256 | 203385.6797 | -28702.4541 | -14754.48 | 53236.856 | -67991.336 |
Total P&L (%) | 174.6832 | 203.3857 | -28.7025 | -14.7545 | 53.2369 | -67.9913 |
Avg Daily Profit (%) | 0.1427 | 0.1661 | -0.0234 | -0.013 | 0.0349 | -0.093 |
Buy And Hold Return (%) | 13.2217 | 13.2217 | 13.2217 | 13.2217 | 13.2217 | 13.2217 |
Max Trade Drawdown | -115770 | -38504 | -155922 | -64144 | -26785 | -87459 |
Profit Factor | 1.1401 | 1.4753 | 0.965 | 0.9755 | 1.2602 | 0.8292 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 207 | 112 | 95 | 207 | 112 | 95 |
Losing Trades | 170 | 76 | 94 | 170 | 76 | 94 |
Profitability (%) | 54.9072 | 59.5745 | 50.2646 | 54.9072 | 59.5745 | 50.2646 |
Ratio Avg Win / Avg Loss | 0.9363 | 1.0011 | 0.9548 | 0.8012 | 0.8551 | 0.8205 |
Largest Winning Trade | 37690 | 24223 | 37690 | 18866 | 18686 | 18866 |
Largest Losing Trade | -40487 | -21749 | -40487 | -26340 | -11822 | -26340 |
Avg Bars in Trades | 18 | 13 | 24 | 18 | 13 | 24 |
Avg Bars in Winners | 18 | 11 | 25 | 18 | 11 | 25 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 7077 | 2459 | 4618 | 7077 | 2459 | 4618 |
Profit Streak | 6.0344 | 14.3677 | 6.0344 | 6.0344 | 14.3677 | 6.0344 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66613 | 396976 | -579334 | -576723 | -147801 | -579334 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 217, "offset": 0, "multiplier": 2.69454 } }, "second_band": { "type": "hilo", "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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