Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141454.1163 | 1217108.8869 | -75654.7705 | 7625.3954 | 965788.1923 | -958162.797 |
Total P&L (%) | 1141.4541 | 1217.1089 | -75.6548 | 7.6254 | 965.7882 | -958.1628 |
Avg Daily Profit (%) | 0.5481 | 0.5844 | -0.0363 | 0.0035 | 0.1137 | 0 |
Buy And Hold Return (%) | 423.8438 | 423.8438 | 423.8438 | 423.8438 | 423.8438 | 423.8438 |
Max Trade Drawdown | -192286 | -115126 | -119980 | -4406510 | -2336174 | -2140151 |
Profit Factor | 1.7853 | 2.704 | 0.8977 | 1.0007 | 1.1832 | 0.8142 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Profitability (%) | 37.4663 | 36.7568 | 38.172 | 37.4663 | 36.7568 | 38.172 |
Ratio Avg Win / Avg Loss | 2.9798 | 4.6525 | 1.454 | 1.6703 | 2.0358 | 1.3187 |
Largest Winning Trade | 1090674 | 1090674 | 47548 | 2131817 | 2131817 | 479288 |
Largest Losing Trade | -41871 | -24904 | -41871 | -1639110 | -599560 | -1639110 |
Avg Bars in Trades | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Winners | 112 | 101 | 122 | 112 | 101 | 122 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 24522 | 11459 | 13063 | 24522 | 11459 | 13063 |
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 | 290873 | 306708 | -583292 | -575426 | -68468 | -583292 |
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{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.47631 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.47631 } } }
# | 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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