Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548684.6424 | 440112.0001 | 108572.6423 | 202186.0502 | 136176.7994 | 66009.2508 |
Total P&L (%) | 548.6846 | 440.112 | 108.5726 | 202.1861 | 136.1768 | 66.0093 |
Avg Daily Profit (%) | 0.2936 | 0.2355 | 0.0581 | 0.0592 | 0.046 | 0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226968 | -178558 | -143252 | -541495 | -425017 | -227132 |
Profit Factor | 1.4168 | 1.6904 | 1.1599 | 1.0901 | 1.1182 | 1.0605 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 59.6413 | 56.7568 | 62.5 | 59.6413 | 56.7568 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9588 | 1.288 | 0.696 | 0.7377 | 0.852 | 0.6363 |
Largest Winning Trade | 107284 | 107284 | 36324 | 166023 | 166023 | 93857 |
Largest Losing Trade | -53323 | -40398 | -53323 | -181459 | -181459 | -160266 |
Avg Bars in Trades | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 7310 | 4268 | 3042 | 7310 | 4268 | 3042 |
Profit Streak | 17.5746 | 0 | 25.5746 | 17.5746 | 0 | 25.5746 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394312 | 382799 | -159429 | -233928 | -223007 | -310358 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 4.69658 } }, "second_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 4.69658 } }, "second_band": { "type": "ema", "factors": { "length": 91, "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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