Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473026.7782 | 1463284.945 | 9741.8332 | 12185056.9676 | 16389914.7727 | -4204857.8051 |
Total P&L (%) | 1473.0268 | 1463.2849 | 9.7418 | 12185.057 | 16389.9148 | -4204.8578 |
Avg Daily Profit (%) | 0.7837 | 0.7786 | 0.0052 | 0.2563 | 0.272 | 0 |
Buy And Hold Return (%) | 6596.1192 | 6596.1192 | 6596.1192 | 6596.1192 | 6596.1192 | 6596.1192 |
Max Trade Drawdown | -141657 | -85648 | -118439 | -3928971 | -3082621 | -6009871 |
Profit Factor | 3.5435 | 6.4374 | 1.0314 | 1.5565 | 2.763 | 0.6662 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 50.6024 | 56.0976 | 45.2381 | 50.6024 | 56.0976 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.4591 | 5.0379 | 1.2486 | 1.5195 | 2.1623 | 0.8065 |
Largest Winning Trade | 686360 | 686360 | 64199 | 4163878 | 4163878 | 2113041 |
Largest Losing Trade | -39149 | -37099 | -39149 | -3082621 | -3082621 | -2440828 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 64 | 59 | 71 | 64 | 59 | 71 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 3707 | 1777 | 1929 | 3707 | 1777 | 1929 |
Profit Streak | 41.3048 | 207.8048 | 41.3048 | 41.3048 | 207.8048 | 41.3048 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146236 | -142055 | -538894 | 113851 | 449271 | -582036 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 26, "offset": 135, "multiplier": 2.81211 } }, "second_band": { "type": "ohlc4", "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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