Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354306.0369 | 339479.6282 | 14826.4087 | -59931.3604 | 287106.1939 | -347037.5543 |
Total P&L (%) | 354.306 | 339.4796 | 14.8264 | -59.9314 | 287.1062 | -347.0376 |
Avg Daily Profit (%) | 0.2201 | 0.2108 | 0.0092 | -0.0568 | 0.0841 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216718 | -153181 | -167402 | -610167 | -516894 | -707088 |
Profit Factor | 1.2275 | 1.3927 | 1.0214 | 0.9863 | 1.1216 | 0.8272 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Profitability (%) | 44.4785 | 41.7178 | 47.2393 | 44.4785 | 41.7178 | 47.2393 |
Ratio Avg Win / Avg Loss | 1.5322 | 1.9456 | 1.1408 | 1.2312 | 1.567 | 0.9239 |
Largest Winning Trade | 252544 | 252544 | 32657 | 461847 | 461847 | 108503 |
Largest Losing Trade | -44223 | -38879 | -44223 | -211511 | -197826 | -211511 |
Avg Bars in Trades | 58 | 62 | 53 | 58 | 62 | 53 |
Avg Bars in Winners | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Losers | 44 | 50 | 37 | 44 | 50 | 37 |
Bars Traded | 18946 | 10150 | 8796 | 18946 | 10150 | 8796 |
Profit Streak | 18.7123 | 0 | 32.129 | 18.7123 | 0 | 32.129 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311863 | 235894 | -393378 | -578992 | -169202 | -581012 |
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{ "first_band": { "type": "swma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 4.20121 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 4.20121 } } }
# | 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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