Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248207.9879 | 268856.3539 | -20648.3659 | -25650.8992 | 308066.7151 | -333717.6143 |
Total P&L (%) | 248.208 | 268.8564 | -20.6484 | -25.6509 | 308.0667 | -333.7176 |
Avg Daily Profit (%) | 0.2004 | 0.2171 | -0.0167 | -0.0239 | 0.1136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155580 | -102198 | -101896 | -597314 | -237164 | -483009 |
Profit Factor | 1.1378 | 1.293 | 0.9766 | 0.9941 | 1.1486 | 0.8537 |
Total Trades | 613 | 306 | 307 | 613 | 306 | 307 |
Winning Trades | 273 | 141 | 132 | 273 | 141 | 132 |
Losing Trades | 340 | 165 | 175 | 340 | 165 | 175 |
Profitability (%) | 44.5351 | 46.0784 | 42.9967 | 44.5351 | 46.0784 | 42.9967 |
Ratio Avg Win / Avg Loss | 1.4171 | 1.5131 | 1.2948 | 1.2381 | 1.3441 | 1.1318 |
Largest Winning Trade | 108136 | 108136 | 26431 | 107958 | 107958 | 63054 |
Largest Losing Trade | -41950 | -33133 | -41950 | -121372 | -80633 | -121372 |
Avg Bars in Trades | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 14435 | 8518 | 5916 | 14435 | 8518 | 5916 |
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 | -59932 | 313800 | -580507 | -577756 | -98649 | -580507 |
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{ "first_band": { "type": "zlma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 2.73792 } } }
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{ "first_band": { "type": "zlma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 2.73792 } } }
# | 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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