Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230604.9918 | 198053.4153 | 32551.5765 | -57615.5196 | 73862.8532 | -131478.3727 |
Total P&L (%) | 230.605 | 198.0534 | 32.5516 | -57.6155 | 73.8629 | -131.4784 |
Avg Daily Profit (%) | 0.1629 | 0.1399 | 0.023 | -0.0606 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139175 | -43696 | -126550 | -260262 | -95886 | -201961 |
Profit Factor | 1.2936 | 1.6788 | 1.0659 | 0.9251 | 1.2712 | 0.7352 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 59.5092 | 61.7284 | 57.3171 | 59.5092 | 61.7284 | 57.3171 |
Ratio Avg Win / Avg Loss | 0.8802 | 1.0409 | 0.7938 | 0.6294 | 0.7881 | 0.5475 |
Largest Winning Trade | 35900 | 35900 | 31208 | 55830 | 39169 | 55830 |
Largest Losing Trade | -92013 | -38326 | -92013 | -147893 | -48874 | -147893 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 21 | 14 | 29 | 21 | 14 | 29 |
Avg Bars in Losers | 30 | 23 | 35 | 30 | 23 | 35 |
Bars Traded | 4053 | 1441 | 2612 | 4053 | 1441 | 2612 |
Profit Streak | 48.4002 | 105.4002 | 48.4002 | 48.4002 | 105.4002 | 48.4002 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343165 | -12697 | -317238 | -576927 | -150925 | -583298 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.20041 } }, "second_band": { "type": "swma", "factors": { "length": 52, "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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