Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063557.2405 | 1122945.4586 | -59388.2181 | -84677.8151 | 7317.4632 | -91995.2783 |
Total P&L (%) | 1063.5572 | 1122.9455 | -59.3882 | -84.6778 | 7.3175 | -91.9953 |
Avg Daily Profit (%) | 0.4452 | 0.47 | -0.0249 | -0.0785 | 0.003 | -0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -326571 | -194242 | -205847 | -2443071 | -2160978 | -760470 |
Profit Factor | 1.8327 | 2.5776 | 0.895 | 0.9888 | 1.0015 | 0.964 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 36.7347 | 36.4865 | 36.9863 | 36.7347 | 36.4865 | 36.9863 |
Ratio Avg Win / Avg Loss | 3.1562 | 4.4869 | 1.5248 | 1.7029 | 1.7433 | 1.6423 |
Largest Winning Trade | 1037492 | 1037492 | 60412 | 1486409 | 1486409 | 500746 |
Largest Losing Trade | -52090 | -39905 | -52090 | -923715 | -923715 | -419676 |
Avg Bars in Trades | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Winners | 101 | 109 | 92 | 101 | 109 | 92 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 9281 | 5012 | 4269 | 9281 | 5012 | 4269 |
Profit Streak | 0 | 0 | 49.7157 | 0 | 0 | 49.7157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318270 | -54452 | -654455 | -582770 | -642154 | -654455 |
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{ "first_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.53096 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.53096 } } }
# | 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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