Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544311.4606 | 448254.1826 | 96057.278 | 700408.3723 | 242375.0775 | 458033.2947 |
Total P&L (%) | 544.3115 | 448.2542 | 96.0573 | 700.4084 | 242.3751 | 458.0333 |
Avg Daily Profit (%) | 0.2922 | 0.2406 | 0.0516 | 0.1117 | 0.0661 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73163 | -46326 | -88861 | -835222 | -710723 | -475297 |
Profit Factor | 1.9628 | 2.7227 | 1.3148 | 1.1837 | 1.134 | 1.2286 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 41.0256 | 35.8974 | 46.1538 | 41.0256 | 35.8974 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.8215 | 4.862 | 1.5339 | 1.7016 | 2.0249 | 1.4334 |
Largest Winning Trade | 356058 | 356058 | 57361 | 330956 | 330956 | 311505 |
Largest Losing Trade | -39782 | -39782 | -36433 | -176652 | -160747 | -176652 |
Avg Bars in Trades | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Winners | 72 | 54 | 85 | 72 | 54 | 85 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 7148 | 2977 | 4171 | 7148 | 2977 | 4171 |
Profit Streak | 0 | 28.9507 | 0 | 0 | 28.9507 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355725 | -26239 | -158726 | -63473 | -216146 | -106011 |
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{ "first_band": { "type": "swma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 1.9252 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 2, "offset": 0, "multiplier": 1.9252 } } }
# | 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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