Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593502.9416 | 1484090.8122 | 109412.1294 | 2932997.9126 | 14715113.604 | -11782115.6913 |
Total P&L (%) | 1593.5029 | 1484.0908 | 109.4121 | 2932.9979 | 14715.1136 | -11782.1157 |
Avg Daily Profit (%) | 0.8542 | 0.7955 | 0.0587 | 0.1831 | 0.2683 | 0 |
Buy And Hold Return (%) | 61.5506 | 61.5506 | 61.5506 | 61.5506 | 61.5506 | 61.5506 |
Max Trade Drawdown | -223094 | -194328 | -174520 | -68583137 | -42672139 | -63606247 |
Profit Factor | 2.8498 | 4.3074 | 1.2651 | 1.0116 | 1.1119 | 0.9022 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 54.1667 | 51.3889 | 56.9444 | 54.1667 | 51.3889 | 56.9444 |
Ratio Avg Win / Avg Loss | 2.4113 | 4.0746 | 0.9565 | 0.856 | 1.0518 | 0.6821 |
Largest Winning Trade | 1199344 | 1199344 | 68845 | 28179018 | 28179018 | 21281974 |
Largest Losing Trade | -50773 | -30288 | -50773 | -24693986 | -17413393 | -24693986 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 3617 | 1889 | 1728 | 3617 | 1889 | 1728 |
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 | 714676 | -58585 | -202776 | -200294 | -167778 | -658780 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.26058 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.26058 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "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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