Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555113.2273 | 505743.8712 | 49369.3561 | 108416.7775 | 81305.5291 | 27111.2484 |
Total P&L (%) | 555.1132 | 505.7439 | 49.3694 | 108.4168 | 81.3055 | 27.1112 |
Avg Daily Profit (%) | 0.2221 | 0.2024 | 0.0198 | 0.0294 | 0.0238 | 0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127810 | -145352 | -102194 | -196614 | -174484 | -122977 |
Profit Factor | 1.8544 | 2.4028 | 1.1707 | 1.1264 | 1.1564 | 1.0801 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 39.3333 | 37.3333 | 41.3333 | 39.3333 | 37.3333 | 41.3333 |
Ratio Avg Win / Avg Loss | 2.8602 | 4.0333 | 1.6617 | 1.7373 | 1.9412 | 1.5331 |
Largest Winning Trade | 486401 | 486401 | 52914 | 210191 | 210191 | 56198 |
Largest Losing Trade | -37088 | -37088 | -27791 | -91074 | -91074 | -51691 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 165 | 130 | 196 | 165 | 130 | 196 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 14652 | 6050 | 8602 | 14652 | 6050 | 8602 |
Profit Streak | 0 | 0 | 10.7326 | 0 | 0 | 10.7326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301824 | -49248 | -259159 | -237410 | -270275 | -374324 |
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{ "first_band": { "type": "rma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 100, "multiplier": 2.72463 } } }
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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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