Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034222.4798 | 1008361.2698 | 25861.2099 | 68660.0136 | 1923395.3303 | -1854735.3166 |
Total P&L (%) | 1034.2225 | 1008.3613 | 25.8612 | 68.66 | 1923.3953 | -1854.7353 |
Avg Daily Profit (%) | 0.4459 | 0.4348 | 0.0112 | 0.0225 | 0.1298 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178012 | -136746 | -157916 | -5393292 | -2939596 | -2575906 |
Profit Factor | 1.6949 | 2.2049 | 1.0397 | 1.006 | 1.288 | 0.6135 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 37.7358 | 36.0902 | 39.3939 | 37.7358 | 36.0902 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.7966 | 3.9046 | 1.5995 | 1.6599 | 2.2809 | 0.9438 |
Largest Winning Trade | 556525 | 556525 | 82305 | 4202282 | 4202282 | 557164 |
Largest Losing Trade | -58722 | -36652 | -58722 | -1221690 | -1221690 | -740521 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 87 | 78 | 96 | 87 | 78 | 96 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 13639 | 6064 | 7575 | 13639 | 6064 | 7575 |
Profit Streak | 0 | 0 | 61.2643 | 0 | 0 | 61.2643 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358855 | 310660 | -360103 | -379058 | -23867 | -583715 |
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{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 3.1912 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 3.1912 } } }
# | 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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