Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2603180.3292 | 2433300.8271 | 169879.5021 | 4228302.972 | 480293.1178 | 3748009.8542 |
Total P&L (%) | 2603.1803 | 2433.3008 | 169.8795 | 4228.303 | 480.2931 | 3748.0099 |
Avg Daily Profit (%) | 1.1274 | 1.0538 | 0.0736 | 0.1633 | 0.0762 | 0.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124394 | -114668 | -88793 | -9191310 | -5559423 | -4003256 |
Profit Factor | 3.8204 | 5.5894 | 1.4325 | 1.1558 | 1.0309 | 1.3233 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 46.3415 | 45.1613 | 47.541 | 46.3415 | 45.1613 | 47.541 |
Ratio Avg Win / Avg Loss | 4.4237 | 6.7871 | 1.5807 | 1.3382 | 1.2518 | 1.4602 |
Largest Winning Trade | 2175604 | 2175604 | 64531 | 3753181 | 2705625 | 3753181 |
Largest Losing Trade | -49482 | -49482 | -36914 | -2470992 | -2470992 | -1409928 |
Avg Bars in Trades | 54 | 58 | 49 | 54 | 58 | 49 |
Avg Bars in Winners | 79 | 88 | 70 | 79 | 88 | 70 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 6659 | 3639 | 3020 | 6659 | 3639 | 3020 |
Profit Streak | 0 | 0 | 74.6145 | 0 | 0 | 74.6145 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694209 | -134448 | -254375 | -42566 | -433856 | -153764 |
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.09311 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 3.09311 } } }
# | 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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