Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2615448.6522 | 2523988.1974 | 91460.4548 | 630255.0929 | 3371310.1425 | -2741055.0496 |
Total P&L (%) | 2615.4487 | 2523.9882 | 91.4605 | 630.2551 | 3371.3101 | -2741.0551 |
Avg Daily Profit (%) | 1.1308 | 1.0912 | 0.0395 | 0.086 | 0.1535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197366 | -164480 | -104958 | -9707640 | -7583986 | -6280887 |
Profit Factor | 3.2038 | 4.741 | 1.1786 | 1.0178 | 1.167 | 0.8192 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 40.4908 | 37.8049 | 43.2099 | 40.4908 | 37.8049 | 43.2099 |
Ratio Avg Win / Avg Loss | 4.7086 | 7.7997 | 1.549 | 1.4959 | 1.9199 | 1.0766 |
Largest Winning Trade | 2366322 | 2366322 | 60045 | 6985787 | 6985787 | 2338723 |
Largest Losing Trade | -44291 | -40364 | -44291 | -2611976 | -2611976 | -1706923 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 6708 | 3334 | 3374 | 6708 | 3334 | 3374 |
Profit Streak | 0 | 0 | 45.5094 | 0 | 0 | 45.5094 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602365 | 425632 | -176652 | -281484 | -37252 | -592722 |
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{ "first_band": { "type": "swma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 2.32854 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 2.32854 } } }
# | 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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