Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262794.7433 | 174924.455 | 87870.2883 | 352978.6895 | 349570.4695 | 3408.22 |
Total P&L (%) | 262.7947 | 174.9245 | 87.8703 | 352.9787 | 349.5705 | 3.4082 |
Avg Daily Profit (%) | 0.2523 | 0.1679 | 0.0844 | 0.1451 | 0.1444 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92019 | -62705 | -70121 | -715310 | -206744 | -573434 |
Profit Factor | 1.4058 | 1.5519 | 1.2657 | 1.164 | 1.3694 | 1.0028 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Losing Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Profitability (%) | 40.9884 | 41.2791 | 40.6977 | 40.9884 | 41.2791 | 40.6977 |
Ratio Avg Win / Avg Loss | 2.0239 | 2.2077 | 1.8443 | 1.6758 | 1.948 | 1.4613 |
Largest Winning Trade | 86459 | 86459 | 47788 | 244359 | 244359 | 212634 |
Largest Losing Trade | -18173 | -11991 | -18173 | -168174 | -65286 | -168174 |
Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
Avg Bars in Winners | 115 | 96 | 135 | 115 | 96 | 135 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 24702 | 11293 | 13409 | 24702 | 11293 | 13409 |
Profit Streak | 11.1761 | 12.5928 | 0 | 11.1761 | 12.5928 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318292 | 292255 | -82614 | -39393 | -604 | -574984 |
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{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 95, "multiplier": 3.39565 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 178, "offset": 95, "multiplier": 3.39565 } } }
# | 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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