Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073159.0706 | 1013407.5583 | 59751.5123 | -42980.5616 | -53037.0072 | 10056.4456 |
Total P&L (%) | 1073.1591 | 1013.4076 | 59.7515 | -42.9806 | -53.037 | 10.0564 |
Avg Daily Profit (%) | 0.5949 | 0.5618 | 0.0331 | -0.0311 | -0.0419 | 0.0053 |
Buy And Hold Return (%) | 246.3528 | 246.3528 | 246.3528 | 246.3528 | 246.3528 | 246.3528 |
Max Trade Drawdown | -95861 | -105416 | -36194 | -137213 | -121689 | -51887 |
Profit Factor | 3.5554 | 5.9463 | 1.2778 | 0.9106 | 0.7807 | 1.0421 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 37.8378 | 29.7297 | 45.9459 | 37.8378 | 29.7297 | 45.9459 |
Ratio Avg Win / Avg Loss | 5.841 | 14.0548 | 1.5033 | 1.496 | 1.8452 | 1.226 |
Largest Winning Trade | 1118823 | 1118823 | 64309 | 68652 | 68652 | 49659 |
Largest Losing Trade | -93863 | -26079 | -93863 | -93863 | -33138 | -93863 |
Avg Bars in Trades | 64 | 42 | 85 | 64 | 42 | 85 |
Avg Bars in Winners | 132 | 91 | 158 | 132 | 91 | 158 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 4754 | 1588 | 3166 | 4754 | 1588 | 3166 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57264 | 307219 | -314933 | -652618 | -586963 | -527319 |
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{ "first_band": { "type": "alma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.11865 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.11865 } } }
# | 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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