Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642444.3578 | 539440.7374 | 103003.6203 | 345635.2209 | 338102.1719 | 7533.049 |
Total P&L (%) | 642.4444 | 539.4407 | 103.0036 | 345.6352 | 338.1022 | 7.533 |
Avg Daily Profit (%) | 0.3471 | 0.2914 | 0.0557 | 0.0808 | 0.0798 | 0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143764 | -91439 | -116632 | -501044 | -340931 | -367954 |
Profit Factor | 1.8946 | 2.4716 | 1.293 | 1.1326 | 1.2569 | 1.0058 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 39.0374 | 36.1702 | 41.9355 | 39.0374 | 36.1702 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.9586 | 4.3617 | 1.7902 | 1.7687 | 2.218 | 1.3927 |
Largest Winning Trade | 503716 | 503716 | 57611 | 499839 | 499839 | 255156 |
Largest Losing Trade | -52325 | -32179 | -52325 | -183027 | -165970 | -183027 |
Avg Bars in Trades | 117 | 95 | 138 | 117 | 95 | 138 |
Avg Bars in Winners | 216 | 162 | 263 | 216 | 162 | 263 |
Avg Bars in Losers | 53 | 57 | 49 | 53 | 57 | 49 |
Bars Traded | 21885 | 8966 | 12919 | 21885 | 8966 | 12919 |
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 | 345878 | 282536 | -120896 | -161961 | -91096 | -570900 |
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{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 211, "multiplier": 3.2115 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 211, "multiplier": 3.2115 } } }
# | 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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