Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360447.4413 | 353848.663 | 6598.7784 | 53773.1211 | 254222.6821 | -200449.561 |
Total P&L (%) | 360.4474 | 353.8487 | 6.5988 | 53.7731 | 254.2227 | -200.4496 |
Avg Daily Profit (%) | 0.1528 | 0.15 | 0.0028 | 0.0182 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107011 | -70207 | -80684 | -409998 | -279243 | -280812 |
Profit Factor | 1.5312 | 2.0849 | 1.0187 | 1.0332 | 1.323 | 0.7596 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.8202 | 44.4444 | 43.1818 | 43.8202 | 44.4444 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.9631 | 2.6061 | 1.3404 | 1.3246 | 1.6537 | 0.9995 |
Largest Winning Trade | 218572 | 218572 | 57915 | 270307 | 270307 | 105824 |
Largest Losing Trade | -47398 | -47398 | -37348 | -181176 | -133530 | -181176 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 74 | 63 | 85 | 74 | 63 | 85 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 4418 | 2101 | 2317 | 4418 | 2101 | 2317 |
Profit Streak | 0 | 0 | 84.166 | 0 | 0 | 84.166 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275767 | 326289 | -556816 | -355761 | -122045 | -582813 |
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.22215 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.22215 } } }
# | 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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