Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377140.1193 | 381677.9679 | -4537.8486 | -45033.2545 | -11885.0401 | -33148.2143 |
Total P&L (%) | 377.1401 | 381.678 | -4.5378 | -45.0333 | -11.885 | -33.1482 |
Avg Daily Profit (%) | 0.1509 | 0.1527 | -0.0018 | -0.0239 | -0.0051 | -0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164393 | -106181 | -143042 | -117219 | -96897 | -118805 |
Profit Factor | 1.3387 | 1.6423 | 0.9913 | 0.9357 | 0.9692 | 0.8949 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.5501 | 1.9017 | 1.1478 | 1.0835 | 1.1222 | 1.0361 |
Largest Winning Trade | 248842 | 248842 | 34664 | 82162 | 82162 | 28667 |
Largest Losing Trade | -39235 | -39235 | -37507 | -46310 | -46310 | -40575 |
Avg Bars in Trades | 29 | 38 | 21 | 29 | 38 | 21 |
Avg Bars in Winners | 32 | 41 | 22 | 32 | 41 | 22 |
Avg Bars in Losers | 27 | 35 | 19 | 27 | 35 | 19 |
Bars Traded | 4852 | 3128 | 1724 | 4852 | 3128 | 1724 |
Profit Streak | 44.2854 | 0 | 74.2854 | 44.2854 | 0 | 74.2854 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320434 | 160043 | -584156 | -578842 | -584992 | -584156 |
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.15869 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.15869 } } }
# | 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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