Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261667.1519 | 160093.8484 | 101573.3036 | 76043.5643 | 13931.486 | 62112.0783 |
Total P&L (%) | 261.6672 | 160.0938 | 101.5733 | 76.0436 | 13.9315 | 62.1121 |
Avg Daily Profit (%) | 0.1552 | 0.0949 | 0.0602 | 0.0335 | 0.0077 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188285 | -88070 | -111607 | -970741 | -636999 | -580844 |
Profit Factor | 1.3519 | 1.4398 | 1.2676 | 1.018 | 1.0067 | 1.029 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 48.1013 | 43.038 | 53.1646 | 48.1013 | 43.038 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.4587 | 1.9056 | 1.1167 | 1.0984 | 1.3324 | 0.9065 |
Largest Winning Trade | 114599 | 114599 | 54352 | 524859 | 524859 | 235965 |
Largest Losing Trade | -33162 | -24771 | -33162 | -340695 | -176633 | -340695 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 6544 | 2969 | 3575 | 6544 | 2969 | 3575 |
Profit Streak | 22.3199 | 33.5699 | 22.3199 | 22.3199 | 33.5699 | 22.3199 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315781 | -93293 | -138605 | -347640 | -468225 | -371421 |
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{ "first_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 3.061 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 3.061 } } }
# | 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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