Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214255.6294 | 1178154.9826 | 36100.6468 | 2297952.3542 | 3562994.6189 | -1265042.2647 |
Total P&L (%) | 1214.2556 | 1178.155 | 36.1006 | 2297.9524 | 3562.9946 | -1265.0423 |
Avg Daily Profit (%) | 0.6641 | 0.6443 | 0.0197 | 0.1739 | 0.1971 | 0 |
Buy And Hold Return (%) | 669.3166 | 669.3166 | 669.3166 | 669.3166 | 669.3166 | 669.3166 |
Max Trade Drawdown | -95856 | -96718 | -80509 | -4552887 | -2828523 | -2268162 |
Profit Factor | 2.2863 | 3.3798 | 1.0804 | 1.124 | 1.3592 | 0.8532 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Losing Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Profitability (%) | 44.0367 | 47.7064 | 40.367 | 44.0367 | 47.7064 | 40.367 |
Ratio Avg Win / Avg Loss | 2.9055 | 3.7048 | 1.5961 | 1.4284 | 1.4899 | 1.2604 |
Largest Winning Trade | 593490 | 593490 | 76108 | 3968725 | 3968725 | 1272256 |
Largest Losing Trade | -38436 | -30428 | -38436 | -1151390 | -840354 | -1151390 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 50 | 40 | 63 | 50 | 40 | 63 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 7156 | 3422 | 3735 | 7156 | 3422 | 3735 |
Profit Streak | 0 | 30.5576 | 0 | 0 | 30.5576 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253842 | 331028 | -467224 | -80227 | 242116 | -583121 |
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{ "first_band": { "type": "ema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.01074 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.01074 } } }
# | 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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