Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295466.5695 | 183829.0005 | 111637.569 | 269547.2691 | 282196.7608 | -12649.4916 |
Total P&L (%) | 295.4666 | 183.829 | 111.6376 | 269.5473 | 282.1968 | -12.6495 |
Avg Daily Profit (%) | 0.1748 | 0.1087 | 0.066 | 0.0774 | 0.0793 | -0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154711 | -78134 | -88898 | -1795797 | -927118 | -906569 |
Profit Factor | 1.6569 | 1.8255 | 1.4915 | 1.0739 | 1.1613 | 0.9933 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 43.75 | 48.2143 | 39.2857 | 43.75 | 48.2143 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.1303 | 1.9608 | 2.3051 | 1.3807 | 1.2473 | 1.5352 |
Largest Winning Trade | 152407 | 152407 | 56276 | 1130260 | 1130260 | 256005 |
Largest Losing Trade | -31819 | -23829 | -31819 | -338008 | -250376 | -338008 |
Avg Bars in Trades | 88 | 71 | 105 | 88 | 71 | 105 |
Avg Bars in Winners | 143 | 108 | 187 | 143 | 108 | 187 |
Avg Bars in Losers | 45 | 37 | 52 | 45 | 37 | 52 |
Bars Traded | 9925 | 4027 | 5898 | 9925 | 4027 | 5898 |
Profit Streak | 18.6185 | 35.6185 | 18.6185 | 18.6185 | 35.6185 | 18.6185 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341150 | -224111 | -286050 | -229976 | -309909 | -761660 |
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.09445 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.09445 } } }
# | 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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