Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620937.7148 | 522242.2043 | 98695.5105 | 316626.2705 | 310317.7679 | 6308.5025 |
Total P&L (%) | 620.9377 | 522.2422 | 98.6955 | 316.6263 | 310.3178 | 6.3085 |
Avg Daily Profit (%) | 0.3337 | 0.2806 | 0.053 | 0.0767 | 0.0759 | 0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109141 | -112276 | -84963 | -620385 | -530005 | -482318 |
Profit Factor | 1.8496 | 2.2699 | 1.3088 | 1.0994 | 1.176 | 1.0044 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 36.747 | 36.1446 | 37.3494 | 36.747 | 36.1446 | 37.3494 |
Ratio Avg Win / Avg Loss | 3.1838 | 4.0101 | 2.1955 | 1.8924 | 2.0775 | 1.6849 |
Largest Winning Trade | 478548 | 478548 | 58191 | 689208 | 689208 | 192395 |
Largest Losing Trade | -36841 | -35164 | -36841 | -306974 | -125241 | -306974 |
Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Winners | 80 | 59 | 100 | 80 | 59 | 100 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 7226 | 2914 | 4312 | 7226 | 2914 | 4312 |
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 | 302610 | 263797 | -126096 | -204887 | -123204 | -573988 |
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{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 1.79912 } } }
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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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