Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2793722.8483 | 2632813.5687 | 160909.2796 | 13400040.3446 | 15445681.4096 | -2045641.065 |
Total P&L (%) | 2793.7228 | 2632.8136 | 160.9093 | 13400.0403 | 15445.6814 | -2045.6411 |
Avg Daily Profit (%) | 1.2637 | 1.1909 | 0.0728 | 0.2221 | 0.2285 | 0 |
Buy And Hold Return (%) | 374.3964 | 374.3964 | 374.3964 | 374.3964 | 374.3964 | 374.3964 |
Max Trade Drawdown | -149783 | -91904 | -87511 | -40439918 | -24289043 | -24453250 |
Profit Factor | 5.0508 | 9.4093 | 1.4273 | 1.1203 | 1.3056 | 0.9664 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Profitability (%) | 51.049 | 53.5211 | 48.6111 | 51.049 | 53.5211 | 48.6111 |
Ratio Avg Win / Avg Loss | 4.8432 | 8.1712 | 1.5088 | 1.0742 | 1.1338 | 1.0216 |
Largest Winning Trade | 2372839 | 2372839 | 50501 | 17362701 | 17362701 | 9722512 |
Largest Losing Trade | -48967 | -48967 | -39044 | -9729523 | -8453400 | -9729523 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 85 | 74 | 97 | 85 | 74 | 97 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 8504 | 3872 | 4632 | 8504 | 3872 | 4632 |
Profit Streak | 0 | 54.2046 | 0 | 0 | 54.2046 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 788946 | -62721 | -339562 | -79490 | -76355 | -659109 |
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{ "first_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.62863 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.62863 } } }
# | 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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