Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245375.9002 | 6440.9593 | 238934.9409 | 307859.3626 | -132826.3017 | 440685.6643 |
Total P&L (%) | 245.3759 | 6.441 | 238.9349 | 307.8594 | -132.8263 | 440.6857 |
Avg Daily Profit (%) | 0.2382 | 0.0063 | 0.2319 | 0.1365 | 0 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63147 | -66413 | -45305 | -314009 | -292997 | -194277 |
Profit Factor | 1.5266 | 1.0267 | 2.0625 | 1.1721 | 0.8505 | 1.4895 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 53.6364 | 47.2727 | 60 | 53.6364 | 47.2727 | 60 |
Ratio Avg Win / Avg Loss | 1.3196 | 1.1452 | 1.375 | 1.0132 | 0.9486 | 0.993 |
Largest Winning Trade | 51078 | 34332 | 51078 | 162084 | 93517 | 162084 |
Largest Losing Trade | -28249 | -21905 | -28249 | -108349 | -94544 | -108349 |
Avg Bars in Trades | 26 | 14 | 38 | 26 | 14 | 38 |
Avg Bars in Winners | 27 | 11 | 40 | 27 | 11 | 40 |
Avg Bars in Losers | 24 | 17 | 34 | 24 | 17 | 34 |
Bars Traded | 2901 | 806 | 2095 | 2901 | 806 | 2095 |
Profit Streak | 13.1642 | 25.1642 | 13.1642 | 13.1642 | 25.1642 | 13.1642 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415341 | -721680 | -167449 | -39835 | -761073 | -171264 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 2.52763 } }, "second_band": { "type": "zlma", "factors": { "length": 129, "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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