Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2022344.6349 | 2040319.5988 | -17974.9639 | 509470.9941 | 10042065.9297 | -9532594.9356 |
Total P&L (%) | 2022.3446 | 2040.3196 | -17.975 | 509.471 | 10042.0659 | -9532.5949 |
Avg Daily Profit (%) | 0.9125 | 0.9206 | -0.0081 | 0.0816 | 0.2086 | 0 |
Buy And Hold Return (%) | 692.3232 | 692.3232 | 692.3232 | 692.3232 | 692.3232 | 692.3232 |
Max Trade Drawdown | -204131 | -96153 | -165870 | -16071985 | -6680452 | -10039252 |
Profit Factor | 3.033 | 5.4486 | 0.9665 | 1.019 | 1.8554 | 0.3659 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Losing Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Profitability (%) | 42.4242 | 49.3976 | 35.3659 | 42.4242 | 49.3976 | 35.3659 |
Ratio Avg Win / Avg Loss | 4.1162 | 5.5815 | 1.7663 | 1.383 | 1.9007 | 0.6688 |
Largest Winning Trade | 1851259 | 1851259 | 51800 | 15589854 | 15589854 | 1094019 |
Largest Losing Trade | -42806 | -42507 | -42806 | -7033948 | -3994904 | -7033948 |
Avg Bars in Trades | 78 | 76 | 81 | 78 | 76 | 81 |
Avg Bars in Winners | 124 | 111 | 142 | 124 | 111 | 142 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 13032 | 6315 | 6717 | 13032 | 6315 | 6717 |
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 | 496593 | 636124 | -588149 | -451067 | 398393 | -590927 |
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{ "first_band": { "type": "swma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 2.76168 } } }
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# | 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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