Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459226.3546 | 396842.5956 | 62383.759 | 68491.5725 | 23848.9666 | 44642.6059 |
Total P&L (%) | 459.2264 | 396.8426 | 62.3838 | 68.4916 | 23.849 | 44.6426 |
Avg Daily Profit (%) | 0.1835 | 0.1586 | 0.0249 | 0.0209 | 0.0085 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216898 | -128803 | -108618 | -2022717 | -1030593 | -1061256 |
Profit Factor | 1.3348 | 1.5355 | 1.0989 | 1.0092 | 1.006 | 1.0131 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Losing Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Profitability (%) | 44.9045 | 45.2229 | 44.586 | 44.9045 | 45.2229 | 44.586 |
Ratio Avg Win / Avg Loss | 1.6377 | 1.8599 | 1.3658 | 1.2383 | 1.2185 | 1.2591 |
Largest Winning Trade | 231022 | 231022 | 48281 | 348356 | 348356 | 309016 |
Largest Losing Trade | -37715 | -35497 | -37715 | -330234 | -205318 | -330234 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 14846 | 7609 | 7237 | 14846 | 7609 | 7237 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307724 | 299177 | -273645 | -375811 | -401280 | -382957 |
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{ "first_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.49191 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.49191 } } }
# | 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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