Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603198.6879 | 659785.8064 | -56587.1186 | -77691.3916 | -56115.4579 | -21575.9337 |
Total P&L (%) | 603.1987 | 659.7858 | -56.5871 | -77.6914 | -56.1155 | -21.5759 |
Avg Daily Profit (%) | 0.2614 | 0.286 | -0.0245 | -0.065 | -0.0357 | -0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184071 | -120954 | -188635 | -759416 | -507066 | -340820 |
Profit Factor | 1.3664 | 1.6906 | 0.9181 | 0.9697 | 0.9657 | 0.9768 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.913 | 2.3669 | 1.2853 | 1.3576 | 1.352 | 1.3675 |
Largest Winning Trade | 378035 | 378035 | 57460 | 218673 | 218673 | 109340 |
Largest Losing Trade | -49552 | -49552 | -46261 | -384079 | -384079 | -180893 |
Avg Bars in Trades | 56 | 72 | 40 | 56 | 72 | 40 |
Avg Bars in Winners | 75 | 88 | 61 | 75 | 88 | 61 |
Avg Bars in Losers | 43 | 61 | 25 | 43 | 61 | 25 |
Bars Traded | 13629 | 8754 | 4875 | 13629 | 8754 | 4875 |
Profit Streak | 44.6089 | 44.6089 | 70.7756 | 44.6089 | 44.6089 | 70.7756 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345568 | 325960 | -581619 | -579676 | -582032 | -581619 |
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 4.83275 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 4.83275 } } }
# | 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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