Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335776.3804 | 198827.2316 | 136949.1488 | 279876.9278 | 210736.5384 | 69140.3894 |
Total P&L (%) | 335.7764 | 198.8272 | 136.9491 | 279.8769 | 210.7365 | 69.1404 |
Avg Daily Profit (%) | 0.1985 | 0.1176 | 0.081 | 0.079 | 0.0671 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137187 | -68750 | -97584 | -1585530 | -933072 | -929577 |
Profit Factor | 1.5634 | 1.662 | 1.4632 | 1.0707 | 1.1033 | 1.036 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 45.3333 | 42.6667 | 48 | 45.3333 | 42.6667 | 48 |
Ratio Avg Win / Avg Loss | 1.8853 | 2.2332 | 1.5852 | 1.2911 | 1.4826 | 1.1223 |
Largest Winning Trade | 99525 | 99525 | 56360 | 439541 | 439541 | 427623 |
Largest Losing Trade | -51544 | -32365 | -51544 | -384875 | -384875 | -316581 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 9907 | 4580 | 5327 | 9907 | 4580 | 5327 |
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 | 337841 | -92711 | -140377 | -231359 | -270101 | -390081 |
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{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.68203 } } }
# | 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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