Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603874.1329 | 1504976.1012 | 98898.0317 | 1891513.4374 | 668003.8064 | 1223509.631 |
Total P&L (%) | 1603.8741 | 1504.9761 | 98.898 | 1891.5134 | 668.0038 | 1223.5096 |
Avg Daily Profit (%) | 0.8983 | 0.8429 | 0.0554 | 0.1677 | 0.1142 | 0.1448 |
Buy And Hold Return (%) | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 |
Max Trade Drawdown | -111564 | -146214 | -99823 | -2420535 | -3531525 | -1341476 |
Profit Factor | 3.089 | 4.7328 | 1.2712 | 1.1543 | 1.0887 | 1.259 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 45.0382 | 40.9091 | 49.2308 | 45.0382 | 40.9091 | 49.2308 |
Ratio Avg Win / Avg Loss | 3.7696 | 6.8363 | 1.311 | 1.4087 | 1.5725 | 1.2984 |
Largest Winning Trade | 1116118 | 1116118 | 58075 | 2415018 | 2415018 | 768487 |
Largest Losing Trade | -77936 | -32328 | -77936 | -852532 | -852532 | -764334 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3410 | 1633 | 1777 | 3410 | 1633 | 1777 |
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 | 642540 | -107193 | -416524 | -44300 | -292832 | -132340 |
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{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 193, "offset": 0, "multiplier": 1.53171 } } }
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# | 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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