Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748063.2507 | 626344.9603 | 121718.2904 | 898402.1198 | 704274.5684 | 194127.5514 |
Total P&L (%) | 748.0633 | 626.345 | 121.7183 | 898.4021 | 704.2746 | 194.1276 |
Avg Daily Profit (%) | 0.298 | 0.2495 | 0.0485 | 0.0917 | 0.0831 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161076 | -164117 | -88511 | -970126 | -690191 | -576331 |
Profit Factor | 2.1926 | 2.8178 | 1.4306 | 1.353 | 1.5011 | 1.1704 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Losing Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Profitability (%) | 38.8235 | 43.5294 | 34.1176 | 38.8235 | 43.5294 | 34.1176 |
Ratio Avg Win / Avg Loss | 3.4551 | 3.6556 | 2.7625 | 2.132 | 1.9474 | 2.26 |
Largest Winning Trade | 538694 | 538694 | 58488 | 942118 | 942118 | 350737 |
Largest Losing Trade | -30734 | -30734 | -16697 | -317237 | -317237 | -127418 |
Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Winners | 99 | 78 | 126 | 99 | 78 | 126 |
Avg Bars in Losers | 31 | 25 | 35 | 31 | 25 | 35 |
Bars Traded | 9800 | 4132 | 5668 | 9800 | 4132 | 5668 |
Profit Streak | 0 | 0 | 20.5005 | 0 | 0 | 20.5005 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345291 | 395870 | -132110 | -72051 | -82028 | -173447 |
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{ "first_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 1.25739 } } }
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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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