Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326479.5085 | 237162.7811 | 89316.7274 | 332092.2202 | 256027.8288 | 76064.3914 |
Total P&L (%) | 326.4795 | 237.1628 | 89.3167 | 332.0922 | 256.0278 | 76.0644 |
Avg Daily Profit (%) | 0.2308 | 0.1677 | 0.0631 | 0.1035 | 0.0898 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78222 | -48917 | -36404 | -227847 | -139916 | -107537 |
Profit Factor | 1.8139 | 2.0523 | 1.5082 | 1.4035 | 1.5639 | 1.2062 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.8139 | 2.0523 | 1.5082 | 1.4035 | 1.5639 | 1.2062 |
Largest Winning Trade | 150184 | 150184 | 56755 | 136721 | 136721 | 128263 |
Largest Losing Trade | -48917 | -48917 | -24068 | -58065 | -57585 | -58065 |
Avg Bars in Trades | 105 | 95 | 116 | 105 | 95 | 116 |
Avg Bars in Winners | 158 | 127 | 189 | 158 | 127 | 189 |
Avg Bars in Losers | 53 | 63 | 43 | 53 | 63 | 43 |
Bars Traded | 8048 | 3625 | 4423 | 8048 | 3625 | 4423 |
Profit Streak | 75.4693 | 105.9693 | 0 | 75.4693 | 105.9693 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41894 | 425529 | -106134 | -107289 | -69673 | -139950 |
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.29613 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.29613 } } }
# | 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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