Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355557.2851 | 244412.4154 | 111144.8698 | 62878.1429 | 29013.0858 | 33865.0571 |
Total P&L (%) | 355.5573 | 244.4124 | 111.1449 | 62.8781 | 29.0131 | 33.8651 |
Avg Daily Profit (%) | 0.1863 | 0.128 | 0.0582 | 0.0256 | 0.0133 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112135 | -111350 | -82652 | -238696 | -196932 | -120372 |
Profit Factor | 1.5542 | 1.807 | 1.3282 | 1.0632 | 1.0571 | 1.0696 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 54.1176 | 52.381 | 55.814 | 54.1176 | 52.381 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3177 | 1.6427 | 1.0515 | 0.9014 | 0.961 | 0.8468 |
Largest Winning Trade | 108813 | 108813 | 63945 | 162882 | 162882 | 63742 |
Largest Losing Trade | -66198 | -36739 | -66198 | -120372 | -67869 | -120372 |
Avg Bars in Trades | 41 | 29 | 52 | 41 | 29 | 52 |
Avg Bars in Winners | 47 | 24 | 67 | 47 | 24 | 67 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 3504 | 1248 | 2256 | 3504 | 1248 | 2256 |
Profit Streak | 73.4166 | 0 | 91.4166 | 73.4166 | 0 | 91.4166 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376552 | -18039 | -113557 | -310545 | -336988 | -319449 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 3.39765 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 3.39765 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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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