Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271396.9616 | 82495.6174 | 188901.3441 | -95130.4648 | 38019.219 | -133149.6839 |
Total P&L (%) | 271.397 | 82.4956 | 188.9013 | -95.1305 | 38.0192 | -133.1497 |
Avg Daily Profit (%) | 0.1831 | 0.0556 | 0.1274 | -0.2036 | 0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216061 | -61880 | -184124 | -658066 | -105790 | -637196 |
Profit Factor | 1.3975 | 1.2683 | 1.5034 | 0.9041 | 1.1189 | 0.8021 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 63.9344 | 60.6557 | 67.2131 | 63.9344 | 60.6557 | 67.2131 |
Ratio Avg Win / Avg Loss | 0.7883 | 0.8227 | 0.7334 | 0.51 | 0.7258 | 0.3913 |
Largest Winning Trade | 36670 | 36670 | 36451 | 123843 | 105209 | 123843 |
Largest Losing Trade | -99499 | -33347 | -99499 | -530639 | -104703 | -530639 |
Avg Bars in Trades | 23 | 16 | 29 | 23 | 16 | 29 |
Avg Bars in Winners | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Losers | 29 | 22 | 37 | 29 | 22 | 37 |
Bars Traded | 2810 | 1024 | 1786 | 2810 | 1024 | 1786 |
Profit Streak | 92.7485 | 128.2485 | 92.7485 | 92.7485 | 128.2485 | 92.7485 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372262 | -278991 | -181463 | -576926 | -416190 | -738989 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 2.56018 } }, "second_band": { "type": "swma", "factors": { "length": 57, "offset": 0 } } }
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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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